+2.5%
WFC vs FCX
+58.1%
-55.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +4.5% | -6.0% | +10.5% | +5.1% |
| 30D | +7.4% | -13.6% | +20.9% | +8.9% |
| 3M | -0.5% | -6.8% | +6.3% | -0.2% |
| 6M | +11.7% | +13.2% | -1.5% | +7.8% |
| YTD | -4.6% | +24.4% | -29.0% | -14.0% |
| 1Y | +2.5% | +60.3% | -57.7% | -16.9% |
| All | +2.5% | +58.1% | -55.5% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling