+94.6%
FCX vs WMB
+110.9%
-16.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +3.4% |
| 7D | -1.0% | -6.7% | +5.6% | +1.6% |
| 30D | -15.2% | -8.6% | -6.7% | -12.4% |
| 3M | -10.3% | -4.9% | -5.4% | -9.1% |
| 6M | +1.6% | -6.3% | +7.9% | +2.7% |
| YTD | +23.9% | +13.0% | +10.9% | +13.6% |
| 1Y | +58.0% | +14.9% | +43.1% | +43.4% |
| 3Y | +94.6% | +113.4% | -18.8% | +13.5% |
| All | +94.6% | +110.9% | -16.3% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling