+395.9%
FCX vs WM
+332.5%
+63.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.4% |
| 7D | -0.8% | +0.8% | -1.5% | -1.2% |
| 30D | -15.1% | +13.8% | -28.9% | -20.5% |
| 3M | -9.6% | +6.4% | -16.0% | -12.8% |
| 6M | -3.1% | +13.2% | -16.3% | -10.8% |
| YTD | +23.4% | +10.8% | +12.7% | +13.3% |
| 1Y | +52.7% | +20.2% | +32.5% | +33.2% |
| 3Y | +91.4% | +46.5% | +44.9% | +40.3% |
| 5Y | +62.7% | +61.3% | +1.5% | +9.6% |
| 10Y | +395.9% | +324.8% | +71.1% | +127.8% |
| All | +395.9% | +332.5% | +63.4% | +127.8% |
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