+789.9%
FCX vs WM
+2,825.5%
-2,035.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.2% | -8.7% | -7.9% |
| 7D | -12.5% | +4.5% | -16.9% | -13.8% |
| 30D | -20.0% | +16.1% | -36.1% | -24.4% |
| 3M | -16.4% | +8.0% | -24.4% | -19.0% |
| 6M | +0.8% | +8.4% | -7.6% | -3.4% |
| YTD | +15.1% | +11.2% | +3.8% | +8.5% |
| 1Y | +45.3% | +22.3% | +23.0% | +32.2% |
| 3Y | +70.9% | +50.2% | +20.7% | +42.0% |
| 5Y | +67.5% | +63.3% | +4.2% | +34.5% |
| 10Y | +483.0% | +355.0% | +128.0% | +232.2% |
| All | +789.9% | +2,825.5% | -2,035.5% | +298.6% |
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