+642.9%
WDC vs FCX
+369.5%
+273.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -4.1% |
| 7D | +12.1% | -0.3% | +12.4% | +12.5% |
| 30D | -18.8% | -14.7% | -4.1% | -12.0% |
| 3M | -39.3% | -11.2% | -28.1% | -35.9% |
| 6M | -40.1% | -11.4% | -28.7% | -36.2% |
| YTD | +71.8% | +17.7% | +54.1% | +61.6% |
| 1Y | +88.5% | +47.5% | +41.0% | +60.9% |
| 3Y | +770.0% | +83.9% | +686.1% | +544.3% |
| 5Y | +549.0% | +54.0% | +495.1% | +395.0% |
| All | +642.9% | +369.5% | +273.4% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling