+854.5%
AWK vs COPX
+200.8%
+653.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | +0.6% | +6.0% | -5.4% | -0.1% |
| 30D | +4.3% | +6.4% | -2.1% | +3.4% |
| 3M | +12.5% | +19.3% | -6.7% | +9.7% |
| 6M | +3.3% | +16.2% | -12.9% | +0.4% |
| YTD | +9.8% | +33.2% | -23.4% | +4.2% |
| 1Y | +2.9% | +90.2% | -87.3% | -7.5% |
| 3Y | +9.6% | +175.7% | -166.1% | -8.5% |
| 5Y | -16.7% | +193.1% | -209.8% | -32.3% |
| 10Y | +136.1% | +619.4% | -483.3% | +52.8% |
| All | +854.5% | +200.8% | +653.7% | +608.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling