+829.1%
FCX vs WSM
+13,275.1%
-12,446.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.8% | -1.5% |
| 7D | +4.4% | -3.2% | +7.6% | +5.3% |
| 30D | -16.3% | +4.6% | -21.0% | -17.5% |
| 3M | -12.5% | +2.4% | -14.9% | -13.2% |
| 6M | -8.0% | +43.7% | -51.7% | -17.0% |
| YTD | +20.1% | +42.1% | -22.0% | +8.8% |
| 1Y | +45.9% | +32.3% | +13.7% | +34.6% |
| 3Y | +86.2% | +253.0% | -166.8% | +27.4% |
| 5Y | +57.1% | +161.3% | -104.2% | +12.6% |
| 10Y | +382.5% | +1,105.9% | -723.4% | +122.7% |
| All | +829.1% | +13,275.1% | -12,446.0% | +166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling