+565.2%
COPX vs NWSA
+149.4%
+415.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.3% | -2.8% | +0.5% | -1.0% |
| 30D | +0.3% | +3.0% | -2.8% | -1.3% |
| 3M | +6.8% | +12.3% | -5.5% | -0.1% |
| 6M | +7.9% | +21.9% | -13.9% | -3.5% |
| YTD | +23.7% | +13.6% | +10.2% | +13.6% |
| 1Y | +71.5% | +0.5% | +71.1% | +67.2% |
| 3Y | +149.1% | +43.8% | +105.3% | +98.3% |
| 5Y | +167.3% | +41.2% | +126.2% | +107.4% |
| All | +565.2% | +149.4% | +415.9% | +245.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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