+8,682.7%
WDC vs FCX
+1,118.7%
+7,564.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +0.4% |
| 7D | +6.0% | +5.7% | +0.3% | +4.1% |
| 30D | +9.9% | +10.1% | -0.1% | +6.2% |
| 3M | -9.4% | +20.2% | -29.6% | -14.2% |
| 6M | +94.7% | +29.7% | +65.1% | +79.6% |
| YTD | +177.4% | +51.9% | +125.4% | +144.9% |
| 1Y | +412.6% | +66.0% | +346.6% | +337.3% |
| 3Y | +1,359.8% | +102.7% | +1,257.0% | +1,049.3% |
| 5Y | +992.6% | +138.9% | +853.7% | +697.9% |
| 10Y | +1,245.5% | +701.1% | +544.4% | +536.2% |
| All | +8,682.7% | +1,118.7% | +7,564.0% | +3,132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling