+115.8%
FCX vs WY
-22.2%
+138.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -2.3% | -4.2% | +1.9% | +0.4% |
| 30D | +2.7% | -10.1% | +12.8% | +9.7% |
| 3M | +7.4% | -8.5% | +15.9% | +12.4% |
| 6M | +16.0% | -3.3% | +19.4% | +17.0% |
| YTD | +40.9% | -4.4% | +45.3% | +42.2% |
| 1Y | +56.4% | -11.5% | +67.9% | +65.7% |
| 3Y | +84.2% | -24.3% | +108.5% | +113.1% |
| All | +115.8% | -22.2% | +138.0% | +142.2% |
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