+55.4%
FCX vs WY
-31.4%
+86.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -3.0% |
| 7D | -0.3% | -0.8% | +0.5% | +0.2% |
| 30D | -14.7% | +10.1% | -24.8% | -20.2% |
| 3M | -11.2% | -15.4% | +4.2% | -2.2% |
| 6M | -11.4% | -8.3% | -3.1% | -8.5% |
| YTD | +17.7% | -9.8% | +27.5% | +22.1% |
| 1Y | +47.5% | -3.9% | +51.4% | +46.2% |
| 3Y | +83.9% | -23.3% | +107.2% | +107.3% |
| All | +55.4% | -31.4% | +86.7% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling