+653.3%
FCX vs WM
+306.5%
+346.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.8% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +4.8% | -2.4% | +7.2% | +5.9% |
| 3M | +4.6% | +0.4% | +4.2% | +2.9% |
| 6M | +10.8% | -9.5% | +20.3% | +14.3% |
| YTD | +44.2% | +0.5% | +43.7% | +39.3% |
| 1Y | +59.6% | -1.1% | +60.7% | +54.9% |
| 3Y | +82.2% | +46.0% | +36.2% | +30.1% |
| 5Y | +115.6% | +51.8% | +63.8% | +47.0% |
| All | +653.3% | +306.5% | +346.8% | +143.4% |
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