+1,015.5%
FCX vs WY
+258.6%
+756.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -4.9% | -1.7% | -3.1% | -3.8% |
| 30D | +4.8% | -10.1% | +14.9% | +11.9% |
| 3M | +4.6% | -5.1% | +9.8% | +7.0% |
| 6M | +10.8% | -4.8% | +15.6% | +13.0% |
| YTD | +44.2% | -0.2% | +44.5% | +42.2% |
| 1Y | +59.6% | -6.6% | +66.2% | +63.1% |
| 3Y | +82.2% | -22.7% | +105.0% | +106.5% |
| 5Y | +115.6% | -22.2% | +137.8% | +141.9% |
| 10Y | +670.6% | +7.3% | +663.3% | +573.4% |
| All | +1,015.5% | +258.6% | +756.9% | +484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling