+66.0%
FCX vs WMB
+36.5%
+29.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.3% | +3.1% | +5.3% |
| 7D | +5.7% | +0.8% | +4.9% | +5.7% |
| 30D | +10.1% | +7.7% | +2.3% | +9.7% |
| 3M | +20.2% | +6.7% | +13.5% | +19.9% |
| 6M | +29.7% | +3.6% | +26.0% | +28.7% |
| YTD | +51.9% | +28.0% | +23.9% | +52.3% |
| 1Y | +66.0% | +37.6% | +28.4% | +95.3% |
| All | +66.0% | +36.5% | +29.4% | +95.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling