+813.3%
FCX vs WST
+8,466.0%
-7,652.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.8% | +2.0% |
| 7D | -4.9% | -3.1% | -1.8% | -3.8% |
| 30D | -17.1% | +9.1% | -26.2% | -19.5% |
| 3M | -12.7% | +14.7% | -27.4% | -16.7% |
| 6M | -2.0% | +28.0% | -30.0% | -10.2% |
| YTD | +18.1% | +45.6% | -27.6% | +2.0% |
| 1Y | +55.2% | +45.7% | +9.5% | +33.9% |
| 3Y | +74.3% | +21.1% | +53.2% | +43.3% |
| 5Y | +71.9% | +0.3% | +71.6% | +47.8% |
| 10Y | +498.4% | +449.0% | +49.3% | +145.8% |
| All | +813.3% | +8,466.0% | -7,652.7% | +62.8% |
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