+430.7%
FCX vs WST
+466.7%
-36.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +4.1% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -15.2% | +12.9% | -28.1% | -17.7% |
| 3M | -10.3% | +16.7% | -26.9% | -13.6% |
| 6M | +1.6% | +26.8% | -25.3% | -4.5% |
| YTD | +23.9% | +50.5% | -26.6% | +10.5% |
| 1Y | +58.0% | +52.9% | +5.1% | +40.3% |
| 3Y | +94.6% | +23.9% | +70.7% | +66.9% |
| 5Y | +70.4% | +1.0% | +69.3% | +53.2% |
| 10Y | +430.7% | +451.4% | -20.7% | +128.6% |
| All | +430.7% | +466.7% | -36.1% | +128.6% |
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