+128.3%
WFC vs FCX
+136.7%
-8.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.1% |
| 7D | +0.4% | +3.1% | -2.7% | -0.4% |
| 30D | +2.5% | +8.1% | -5.7% | +0.2% |
| 3M | +10.0% | +18.9% | -9.0% | +4.5% |
| 6M | +15.1% | +26.6% | -11.5% | +6.3% |
| YTD | -2.2% | +51.2% | -53.4% | -14.4% |
| 1Y | +13.5% | +75.6% | -62.1% | -5.7% |
| 3Y | +135.2% | +101.7% | +33.5% | +79.8% |
| 5Y | +128.3% | +134.6% | -6.3% | +64.4% |
| All | +128.3% | +136.7% | -8.4% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling