+83.9%
FCX vs WM
+48.6%
+35.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.3% | +3.2% | -3.5% | +0.4% |
| 30D | -14.7% | +13.0% | -27.7% | -12.4% |
| 3M | -11.2% | +9.2% | -20.4% | -9.3% |
| 6M | -11.4% | +13.6% | -25.0% | -9.3% |
| YTD | +17.7% | +12.4% | +5.3% | +19.6% |
| 1Y | +47.5% | +21.2% | +26.3% | +48.7% |
| 3Y | +83.9% | +48.7% | +35.2% | +90.2% |
| All | +83.9% | +48.6% | +35.3% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling