+428.1%
WMT vs FCX
+688.3%
-260.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | -7.4% | +2.7% | -10.1% | -7.7% |
| 3M | -10.9% | +7.4% | -18.3% | -11.5% |
| 6M | -12.7% | +16.0% | -28.7% | -14.2% |
| YTD | -3.2% | +40.9% | -44.1% | -6.5% |
| 1Y | +5.3% | +56.4% | -51.2% | +0.6% |
| 3Y | +101.9% | +84.2% | +17.6% | +87.5% |
| 5Y | +134.6% | +114.6% | +19.9% | +111.8% |
| All | +428.1% | +688.3% | -260.3% | +309.0% |
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