+1,394.6%
WDC vs FCX
+96.2%
+1,298.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | +7.5% | +3.1% | +4.4% | +5.7% |
| 30D | +10.1% | +8.1% | +1.9% | +4.6% |
| 3M | -6.8% | +18.9% | -25.7% | -15.2% |
| 6M | +84.1% | +26.6% | +57.5% | +60.6% |
| YTD | +180.3% | +51.2% | +129.1% | +127.6% |
| 1Y | +411.1% | +75.6% | +335.5% | +284.4% |
| All | +1,394.6% | +96.2% | +1,298.4% | +929.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling