+85.3%
FCX vs WM
+46.1%
+39.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | 0.0% |
| 7D | -4.9% | -0.3% | -4.6% | -4.9% |
| 30D | +4.8% | -2.4% | +7.2% | +4.4% |
| 3M | +4.6% | +0.4% | +4.2% | +4.4% |
| 6M | +10.8% | -9.5% | +20.3% | +11.3% |
| YTD | +44.2% | +0.5% | +43.7% | +43.0% |
| 1Y | +59.6% | -1.1% | +60.7% | +58.7% |
| All | +85.3% | +46.1% | +39.2% | +81.5% |
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