+190.5%
COPX vs WCC
+857.1%
-666.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -2.5% |
| 7D | -4.0% | +4.5% | -8.5% | -6.0% |
| 30D | +4.5% | -5.8% | +10.3% | +7.2% |
| 3M | +0.8% | -3.7% | +4.5% | +2.0% |
| 6M | +3.2% | +23.1% | -19.9% | -7.3% |
| YTD | +26.7% | +44.2% | -17.4% | +5.4% |
| 1Y | +85.7% | +62.1% | +23.6% | +45.2% |
| 3Y | +151.2% | +121.1% | +30.0% | +54.6% |
| 5Y | +170.0% | +214.0% | -44.0% | +26.9% |
| 10Y | +572.9% | +472.8% | +100.1% | +93.5% |
| All | +190.5% | +857.1% | -666.6% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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