+60.3%
FCX vs WPM
+38.8%
+21.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +12.0% | -10.6% | -6.5% |
| 7D | -6.0% | +3.9% | -9.9% | -8.7% |
| 30D | -13.6% | -3.5% | -10.1% | -11.8% |
| 3M | -6.8% | +14.1% | -20.9% | -16.5% |
| 6M | +13.2% | +6.2% | +6.9% | +6.1% |
| YTD | +24.4% | +12.4% | +12.0% | +11.0% |
| 1Y | +60.3% | +40.0% | +20.3% | +21.4% |
| All | +60.3% | +38.8% | +21.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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