+115.0%
FCX vs WSM
+171.2%
-56.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.7% | -4.9% | -6.0% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | +3.4% | -10.7% | +14.1% | +7.7% |
| 3M | +15.0% | +8.5% | +6.5% | +11.4% |
| 6M | +14.6% | +19.6% | -5.0% | +7.3% |
| YTD | +41.2% | +26.6% | +14.6% | +29.2% |
| 1Y | +60.4% | +12.0% | +48.4% | +52.7% |
| 3Y | +88.4% | +226.6% | -138.2% | +15.3% |
| 5Y | +115.0% | +174.1% | -59.1% | +27.1% |
| All | +115.0% | +171.2% | -56.1% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling