+417.4%
WDC vs FCX
+60.8%
+356.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.2% | +5.6% | +5.7% |
| 7D | +1.7% | -4.9% | +6.6% | +5.0% |
| 30D | -10.0% | +4.8% | -14.8% | -13.6% |
| 3M | -18.8% | +4.6% | -23.4% | -21.8% |
| 6M | +79.0% | +10.8% | +68.2% | +62.4% |
| YTD | +171.6% | +44.2% | +127.3% | +119.8% |
| 1Y | +417.4% | +59.6% | +357.8% | +301.0% |
| All | +417.4% | +60.8% | +356.6% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling