+1,006.1%
WDC vs FCX
+131.6%
+874.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | +7.5% | +3.1% | +4.4% | +5.8% |
| 30D | +10.1% | +8.1% | +1.9% | +5.1% |
| 3M | -6.8% | +18.9% | -25.7% | -14.4% |
| 6M | +84.1% | +26.6% | +57.5% | +62.8% |
| YTD | +180.3% | +51.2% | +129.1% | +130.6% |
| 1Y | +411.1% | +75.6% | +335.5% | +289.5% |
| 3Y | +1,375.0% | +101.7% | +1,273.3% | +910.0% |
| All | +1,006.1% | +131.6% | +874.5% | +584.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling