+565.2%
COPX vs FWONK
+340.2%
+225.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +0.3% | -7.7% | +8.0% | +3.5% |
| 3M | +6.8% | +5.7% | +1.1% | +4.0% |
| 6M | +7.9% | +13.5% | -5.5% | +2.1% |
| YTD | +23.7% | -3.0% | +26.7% | +24.2% |
| 1Y | +71.5% | -6.4% | +77.9% | +74.2% |
| 3Y | +149.1% | +43.8% | +105.3% | +107.3% |
| 5Y | +167.3% | +98.6% | +68.8% | +92.1% |
| All | +565.2% | +340.2% | +225.0% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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