+320.5%
COPX vs NWSA
+123.2%
+197.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +5.0% |
| 7D | +5.8% | -2.6% | +8.4% | +7.1% |
| 30D | +7.2% | +4.6% | +2.7% | +4.7% |
| 3M | +16.5% | +10.2% | +6.3% | +9.7% |
| 6M | +18.4% | +21.6% | -3.2% | +5.7% |
| YTD | +31.9% | +14.6% | +17.3% | +20.3% |
| 1Y | +88.5% | +0.4% | +88.1% | +83.5% |
| 3Y | +173.1% | +45.0% | +128.1% | +116.0% |
| 5Y | +193.1% | +41.3% | +151.8% | +126.9% |
| 10Y | +591.7% | +142.8% | +448.9% | +264.7% |
| All | +320.5% | +123.2% | +197.4% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling