+405.9%
FCX vs WST
+448.5%
-42.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.8% | +2.2% |
| 7D | -4.9% | -3.1% | -1.8% | -4.1% |
| 30D | -17.1% | +9.1% | -26.2% | -18.8% |
| 3M | -12.7% | +14.7% | -27.4% | -15.6% |
| 6M | -2.0% | +28.0% | -30.0% | -8.0% |
| YTD | +18.1% | +45.6% | -27.6% | +6.2% |
| 1Y | +55.2% | +45.7% | +9.5% | +39.4% |
| 3Y | +74.3% | +21.1% | +53.2% | +50.0% |
| 5Y | +71.9% | +0.3% | +71.6% | +54.2% |
| All | +405.9% | +448.5% | -42.6% | +119.7% |
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