+126.3%
WFC vs FCX
+82.9%
+43.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +7.0% | -14.7% | +21.7% | +10.0% |
| 3M | -1.8% | -11.2% | +9.4% | -0.2% |
| 6M | +18.4% | -11.4% | +29.8% | +19.5% |
| YTD | -5.6% | +17.7% | -23.3% | -12.0% |
| 1Y | +3.9% | +47.5% | -43.6% | -8.4% |
| 3Y | +126.3% | +83.9% | +42.4% | +73.3% |
| All | +126.3% | +82.9% | +43.4% | +73.3% |
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 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