+5,340.2%
WDC vs FCX
+844.3%
+4,495.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.0% | -3.0% | -4.4% |
| 7D | +12.1% | -0.3% | +12.4% | +12.4% |
| 30D | -18.8% | -14.7% | -4.1% | -14.1% |
| 3M | -39.3% | -11.2% | -28.1% | -36.9% |
| 6M | -40.1% | -11.4% | -28.7% | -37.2% |
| YTD | +71.8% | +17.7% | +54.1% | +65.2% |
| 1Y | +88.5% | +47.5% | +41.0% | +69.2% |
| 3Y | +770.0% | +83.9% | +686.1% | +612.8% |
| 5Y | +549.0% | +54.0% | +495.1% | +447.1% |
| 10Y | +650.3% | +372.9% | +277.4% | +317.5% |
| All | +5,340.2% | +844.3% | +4,495.9% | +2,080.3% |
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 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