+3,828.7%
WMT vs FCX
+1,112.5%
+2,716.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | -0.2% | +3.1% | -3.4% | -0.5% |
| 30D | -5.8% | +8.1% | -13.9% | -6.5% |
| 3M | -10.8% | +18.9% | -29.7% | -12.1% |
| 6M | -14.3% | +26.6% | -40.9% | -16.3% |
| YTD | -4.4% | +51.2% | -55.6% | -7.9% |
| 1Y | +4.3% | +75.6% | -71.2% | -0.9% |
| 3Y | +100.1% | +101.7% | -1.6% | +86.0% |
| 5Y | +130.8% | +134.6% | -3.8% | +109.1% |
| 10Y | +433.7% | +724.2% | -290.4% | +322.1% |
| All | +3,828.7% | +1,112.5% | +2,716.3% | +2,605.2% |
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 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