+136.3%
COPX vs WETO
-99.4%
+235.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | -0.1% |
| 7D | -2.3% | -4.3% | +2.0% | -2.4% |
| 30D | +0.3% | -39.9% | +40.2% | +1.2% |
| 3M | +6.8% | -97.9% | +104.7% | +6.2% |
| 6M | +7.9% | -95.0% | +103.0% | +9.9% |
| YTD | +23.7% | -97.2% | +120.9% | +25.1% |
| 1Y | +71.5% | -98.9% | +170.4% | +72.4% |
| All | +136.3% | -99.4% | +235.7% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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