+430.7%
FCX vs WM
+337.2%
+93.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.7% | +4.8% |
| 7D | -1.0% | -0.5% | -0.6% | -0.9% |
| 30D | -15.2% | +13.3% | -28.5% | -20.6% |
| 3M | -10.3% | +4.4% | -14.7% | -12.7% |
| 6M | +1.6% | +10.8% | -9.3% | -5.6% |
| YTD | +23.9% | +9.1% | +14.8% | +14.4% |
| 1Y | +58.0% | +19.1% | +38.9% | +38.2% |
| 3Y | +94.6% | +45.7% | +48.9% | +42.5% |
| 5Y | +70.4% | +60.4% | +9.9% | +14.4% |
| 10Y | +430.7% | +328.7% | +101.9% | +129.9% |
| All | +430.7% | +337.2% | +93.4% | +129.9% |
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