+202.4%
COPX vs WCN
+1,101.8%
-899.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.0% | +5.1% | +4.7% |
| 7D | +5.8% | -0.4% | +6.2% | +6.0% |
| 30D | +7.2% | -2.1% | +9.3% | +8.5% |
| 3M | +16.5% | +6.4% | +10.1% | +10.9% |
| 6M | +18.4% | -3.7% | +22.1% | +18.3% |
| YTD | +31.9% | -6.4% | +38.3% | +33.4% |
| 1Y | +88.5% | -7.9% | +96.4% | +91.6% |
| 3Y | +173.1% | +20.8% | +152.3% | +126.8% |
| 5Y | +193.1% | +29.0% | +164.1% | +128.3% |
| 10Y | +591.7% | +236.4% | +355.3% | +164.2% |
| All | +202.4% | +1,101.8% | -899.4% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling