+1,015.5%
FCX vs WM
+2,543.6%
-1,528.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.5% | +0.7% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +4.8% | -2.4% | +7.2% | +5.6% |
| 3M | +4.6% | +0.4% | +4.2% | +3.6% |
| 6M | +10.8% | -9.5% | +20.3% | +13.1% |
| YTD | +44.2% | +0.5% | +43.7% | +41.5% |
| 1Y | +59.6% | -1.1% | +60.7% | +57.0% |
| 3Y | +82.2% | +46.0% | +36.2% | +53.1% |
| 5Y | +115.6% | +51.8% | +63.8% | +78.2% |
| 10Y | +670.6% | +307.5% | +363.0% | +358.7% |
| All | +1,015.5% | +2,543.6% | -1,528.2% | +419.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling