+565.8%
COPX vs WING
+379.2%
+186.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -7.0% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | 0.0% | -0.5% | +0.5% | -0.2% |
| 3M | +14.8% | -23.9% | +38.7% | +19.2% |
| 6M | +7.0% | -48.9% | +55.9% | +18.3% |
| YTD | +23.8% | -53.3% | +77.2% | +38.1% |
| 1Y | +75.7% | -60.3% | +136.0% | +100.4% |
| 3Y | +156.4% | -30.1% | +186.5% | +146.1% |
| 5Y | +167.6% | -36.2% | +203.8% | +150.9% |
| All | +565.8% | +379.2% | +186.7% | +291.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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