+1,015.5%
FCX vs WST
+7,183.9%
-6,168.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | +4.8% | -3.1% | +8.0% | +6.0% |
| 3M | +4.6% | +7.2% | -2.6% | +2.0% |
| 6M | +10.8% | +36.8% | -26.0% | -1.8% |
| YTD | +44.2% | +23.8% | +20.4% | +31.7% |
| 1Y | +59.6% | +37.8% | +21.8% | +39.4% |
| 3Y | +82.2% | -15.9% | +98.1% | +71.7% |
| 5Y | +115.6% | -25.8% | +141.4% | +106.5% |
| 10Y | +670.6% | +319.6% | +351.0% | +248.4% |
| All | +1,015.5% | +7,183.9% | -6,168.4% | +110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling