+131.4%
WMT vs FCX
+116.3%
+15.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +0.3% |
| 7D | -2.5% | -1.9% | -0.6% | -2.4% |
| 30D | -6.4% | +3.4% | -9.8% | -6.7% |
| 3M | -12.1% | +15.0% | -27.1% | -13.0% |
| 6M | -15.0% | +14.6% | -29.6% | -16.2% |
| YTD | -4.5% | +41.2% | -45.7% | -7.5% |
| 1Y | +6.2% | +60.4% | -54.2% | +1.6% |
| 3Y | +99.9% | +88.4% | +11.4% | +84.6% |
| 5Y | +131.4% | +115.0% | +16.4% | +109.2% |
| All | +131.4% | +116.3% | +15.1% | +109.2% |
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