+485.6%
FCX vs WM
+339.4%
+146.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | -4.9% | +1.2% | -6.1% | -5.5% |
| 30D | -17.1% | +13.1% | -30.2% | -22.3% |
| 3M | -12.7% | +3.6% | -16.3% | -14.7% |
| 6M | -2.0% | +8.1% | -10.0% | -7.7% |
| YTD | +18.1% | +8.9% | +9.2% | +9.1% |
| 1Y | +55.2% | +20.3% | +34.8% | +34.8% |
| 3Y | +74.3% | +46.2% | +28.2% | +27.1% |
| 5Y | +71.9% | +59.9% | +12.0% | +15.4% |
| All | +485.6% | +339.4% | +146.2% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling