+701.1%
FCX vs WST
+321.8%
+379.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.0% | +5.5% |
| 7D | +5.7% | -0.3% | +6.0% | +5.8% |
| 30D | +10.1% | -4.6% | +14.7% | +11.3% |
| 3M | +20.2% | +5.7% | +14.5% | +18.3% |
| 6M | +29.7% | +37.6% | -7.9% | +18.3% |
| YTD | +51.9% | +23.0% | +28.9% | +42.4% |
| 1Y | +66.0% | +33.8% | +32.1% | +51.3% |
| 3Y | +102.7% | -13.4% | +116.1% | +94.7% |
| 5Y | +138.9% | -27.0% | +165.8% | +136.6% |
| 10Y | +701.1% | +324.5% | +376.5% | +268.5% |
| All | +701.1% | +321.8% | +379.2% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling