+133.3%
WFC vs FCX
+96.2%
+37.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.0% |
| 7D | +0.4% | +3.1% | -2.7% | -0.2% |
| 30D | +2.5% | +8.1% | -5.7% | +0.6% |
| 3M | +10.0% | +18.9% | -9.0% | +5.5% |
| 6M | +15.1% | +26.6% | -11.5% | +7.6% |
| YTD | -2.2% | +51.2% | -53.4% | -13.0% |
| 1Y | +13.5% | +75.6% | -62.1% | -3.7% |
| All | +133.3% | +96.2% | +37.1% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling