+145.0%
WFC vs FCX
+688.3%
-543.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.4% | -2.3% | +2.6% | +0.9% |
| 30D | +1.5% | +2.7% | -1.1% | +0.2% |
| 3M | +10.2% | +7.4% | +2.8% | +6.7% |
| 6M | +18.8% | +16.0% | +2.8% | +10.7% |
| YTD | -1.5% | +40.9% | -42.5% | -14.4% |
| 1Y | +13.5% | +56.4% | -42.9% | -5.6% |
| 3Y | +135.0% | +84.2% | +50.7% | +77.6% |
| 5Y | +130.1% | +114.6% | +15.4% | +56.6% |
| All | +145.0% | +688.3% | -543.4% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling