+724.1%
FCX vs WMB
+315.8%
+408.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | +3.1% | 0.0% | +3.1% | +3.2% |
| 30D | +8.1% | +4.6% | +3.5% | +4.2% |
| 3M | +18.9% | +5.7% | +13.2% | +13.1% |
| 6M | +26.6% | +4.2% | +22.4% | +20.6% |
| YTD | +51.2% | +26.8% | +24.3% | +25.1% |
| 1Y | +75.6% | +34.7% | +40.9% | +37.6% |
| 3Y | +101.7% | +146.8% | -45.1% | -0.3% |
| 5Y | +134.6% | +285.0% | -150.4% | -15.0% |
| 10Y | +724.1% | +313.2% | +411.0% | +154.6% |
| All | +724.1% | +315.8% | +408.3% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling