+58.0%
FCX vs WM
+58.8%
-0.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.3% |
| 7D | -2.4% | +1.2% | -3.5% | -2.5% |
| 30D | -18.0% | +13.7% | -31.7% | -19.6% |
| 3M | -14.3% | +5.2% | -19.5% | -15.0% |
| 6M | -1.7% | +11.2% | -12.9% | -4.4% |
| YTD | +19.8% | +9.4% | +10.4% | +15.8% |
| 1Y | +48.6% | +20.4% | +28.3% | +38.6% |
| 3Y | +85.8% | +44.7% | +41.1% | +52.3% |
| All | +58.0% | +58.8% | -0.8% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling