+46.5%
FCX vs WST
+47.8%
-1.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.8% | +2.5% |
| 7D | -4.9% | -3.1% | -1.8% | -4.8% |
| 30D | -17.1% | +9.1% | -26.2% | -17.1% |
| 3M | -12.7% | +14.7% | -27.4% | -12.5% |
| 6M | -2.0% | +28.0% | -30.0% | -1.5% |
| YTD | +18.1% | +45.6% | -27.6% | +21.7% |
| All | +46.5% | +47.8% | -1.4% | +50.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling