+2,693.7%
WFC vs FCX
+1,056.8%
+1,636.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.8% |
| 7D | +3.8% | -4.9% | +8.6% | +5.0% |
| 30D | +1.5% | +4.8% | -3.3% | +0.1% |
| 3M | +10.9% | +4.6% | +6.2% | +8.7% |
| 6M | +8.4% | +10.8% | -2.4% | +4.0% |
| YTD | -1.9% | +44.2% | -46.1% | -12.1% |
| 1Y | +12.3% | +59.6% | -47.2% | -2.6% |
| 3Y | +132.3% | +82.2% | +50.1% | +90.2% |
| 5Y | +130.1% | +115.6% | +14.4% | +75.0% |
| 10Y | +134.4% | +670.6% | -536.2% | +22.8% |
| All | +2,693.7% | +1,056.8% | +1,636.9% | +1,157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling