+288.8%
COPX vs WING
+637.4%
-348.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -2.8% | -2.5% | -0.3% | -2.4% |
| 30D | -14.3% | +29.5% | -43.9% | -18.4% |
| 3M | -19.0% | +40.2% | -59.2% | -24.5% |
| 6M | -24.4% | +32.7% | -57.1% | -29.4% |
| YTD | -3.2% | -32.8% | +29.6% | +1.2% |
| 1Y | +15.2% | -31.7% | +46.9% | +19.8% |
| 3Y | +127.6% | -24.7% | +152.4% | +117.9% |
| 5Y | +106.0% | -0.5% | +106.5% | +76.7% |
| 10Y | +313.7% | +647.5% | -333.8% | +96.8% |
| All | +288.8% | +637.4% | -348.6% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling