+1,228.2%
WDC vs FCX
+689.9%
+538.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.6% | +2.2% | -1.5% |
| 7D | +4.4% | -1.9% | +6.3% | +5.3% |
| 30D | +5.3% | +3.4% | +1.9% | +3.0% |
| 3M | -5.9% | +15.0% | -20.9% | -11.5% |
| 6M | +73.2% | +14.6% | +58.6% | +62.4% |
| YTD | +167.8% | +41.2% | +126.6% | +131.1% |
| 1Y | +386.0% | +60.4% | +325.6% | +293.2% |
| 3Y | +1,309.7% | +88.4% | +1,221.3% | +925.2% |
| 5Y | +957.1% | +115.0% | +842.1% | +593.0% |
| All | +1,228.2% | +689.9% | +538.3% | +355.1% |
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