+61.5%
FCX vs WM
+59.1%
+2.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +2.8% |
| 7D | -4.9% | +1.2% | -6.1% | -5.0% |
| 30D | -17.1% | +13.1% | -30.2% | -18.6% |
| 3M | -12.7% | +3.6% | -16.3% | -13.2% |
| 6M | -2.0% | +8.1% | -10.0% | -3.9% |
| YTD | +18.1% | +8.9% | +9.2% | +14.3% |
| 1Y | +55.2% | +20.3% | +34.8% | +44.8% |
| 3Y | +74.3% | +46.2% | +28.2% | +42.6% |
| All | +61.5% | +59.1% | +2.4% | +22.2% |
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 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