+5,626.5%
WDC vs FCX
+863.6%
+4,762.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | +16.3% | +4.4% | +11.9% | +14.8% |
| 30D | -18.3% | -16.3% | -1.9% | -13.0% |
| 3M | -31.4% | -12.5% | -19.0% | -28.5% |
| 6M | -36.3% | -8.0% | -28.3% | -34.0% |
| YTD | +80.8% | +20.1% | +60.7% | +72.8% |
| 1Y | +87.7% | +45.9% | +41.8% | +69.1% |
| 3Y | +819.4% | +86.2% | +733.2% | +650.0% |
| 5Y | +583.2% | +57.1% | +526.1% | +472.0% |
| 10Y | +689.8% | +382.5% | +307.3% | +336.6% |
| All | +5,626.5% | +863.6% | +4,762.9% | +2,179.7% |
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