+815.8%
WDC vs FCX
+86.6%
+729.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.9% |
| 7D | +16.3% | +4.4% | +11.9% | +13.6% |
| 30D | -18.3% | -16.3% | -1.9% | -9.1% |
| 3M | -31.4% | -12.5% | -19.0% | -26.5% |
| 6M | -36.3% | -8.0% | -28.3% | -33.0% |
| YTD | +80.8% | +20.1% | +60.7% | +67.0% |
| 1Y | +87.7% | +45.9% | +41.8% | +59.5% |
| All | +815.8% | +86.6% | +729.1% | +614.3% |
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