+430.7%
FCX vs WMB
+267.9%
+162.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +2.4% |
| 7D | -1.0% | -6.7% | +5.6% | +3.4% |
| 30D | -15.2% | -8.6% | -6.7% | -10.5% |
| 3M | -10.3% | -4.9% | -5.4% | -8.3% |
| 6M | +1.6% | -6.3% | +7.9% | +3.8% |
| YTD | +23.9% | +13.0% | +10.9% | +10.4% |
| 1Y | +58.0% | +14.9% | +43.1% | +38.9% |
| 3Y | +94.6% | +113.4% | -18.8% | +6.4% |
| 5Y | +70.4% | +190.2% | -119.8% | -24.8% |
| 10Y | +430.7% | +259.9% | +170.8% | +81.2% |
| All | +430.7% | +267.9% | +162.8% | +81.2% |
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