+565.2%
COPX vs WCN
+235.9%
+329.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.3% | -3.1% | +0.8% | -1.0% |
| 30D | +0.3% | -3.4% | +3.6% | +1.8% |
| 3M | +6.8% | +3.0% | +3.9% | +4.3% |
| 6M | +7.9% | -3.8% | +11.7% | +8.0% |
| YTD | +23.7% | -8.3% | +32.1% | +26.5% |
| 1Y | +71.5% | -9.7% | +81.3% | +76.1% |
| 3Y | +149.1% | +17.2% | +131.9% | +114.9% |
| 5Y | +167.3% | +25.3% | +142.1% | +117.7% |
| All | +565.2% | +235.9% | +329.3% | +237.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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