+383.2%
FCX vs WU
-39.7%
+423.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.1% |
| 7D | +4.4% | -5.3% | +9.7% | +7.0% |
| 30D | -16.3% | +9.0% | -25.4% | -20.4% |
| 3M | -12.5% | -3.6% | -8.9% | -12.2% |
| 6M | -8.0% | -19.4% | +11.4% | -1.2% |
| YTD | +20.1% | -21.7% | +41.8% | +29.5% |
| 1Y | +45.9% | -16.1% | +62.1% | +51.0% |
| 3Y | +86.2% | -24.1% | +110.4% | +95.6% |
| 5Y | +57.1% | -44.1% | +101.2% | +92.1% |
| All | +383.2% | -39.7% | +423.0% | +451.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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