+1,015.5%
FCX vs WMB
+2,360.1%
-1,344.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.9% | +0.6% | -5.4% | -5.1% |
| 30D | +4.8% | +3.3% | +1.6% | +3.4% |
| 3M | +4.6% | +3.1% | +1.5% | +3.1% |
| 6M | +10.8% | -0.7% | +11.5% | +10.2% |
| YTD | +44.2% | +25.2% | +19.1% | +32.9% |
| 1Y | +59.6% | +32.9% | +26.7% | +43.5% |
| 3Y | +82.2% | +140.6% | -58.3% | +34.9% |
| 5Y | +115.6% | +273.5% | -157.8% | +40.2% |
| 10Y | +670.6% | +334.2% | +336.3% | +377.3% |
| All | +1,015.5% | +2,360.1% | -1,344.7% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling