+167.6%
COPX vs NWSA
+39.0%
+128.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -6.7% |
| 7D | -2.9% | -4.8% | +1.9% | -0.9% |
| 30D | 0.0% | +3.0% | -2.9% | -1.2% |
| 3M | +14.8% | +9.3% | +5.5% | +9.7% |
| 6M | +7.0% | +23.2% | -16.1% | -3.3% |
| YTD | +23.8% | +13.3% | +10.5% | +15.3% |
| 1Y | +75.7% | +2.9% | +72.8% | +70.8% |
| 3Y | +156.4% | +43.3% | +113.1% | +109.4% |
| 5Y | +167.6% | +40.9% | +126.7% | +105.7% |
| All | +167.6% | +39.0% | +128.5% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling