+128.5%
AWK vs COPX
+583.8%
-455.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.9% |
| 30D | +2.1% | +0.3% | +1.8% | +1.9% |
| 3M | +11.4% | +6.8% | +4.6% | +10.3% |
| 6M | +3.9% | +7.9% | -4.0% | +2.3% |
| YTD | +7.7% | +23.7% | -16.0% | +3.7% |
| 1Y | +1.3% | +71.5% | -70.2% | -6.9% |
| 3Y | +7.2% | +149.1% | -141.9% | -8.6% |
| 5Y | -17.0% | +167.3% | -184.3% | -31.2% |
| All | +128.5% | +583.8% | -455.3% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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