+63.6%
COPX vs WOLF
+60.4%
+3.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.8% |
| 7D | +5.8% | +9.8% | -4.0% | +4.3% |
| 30D | +7.2% | -12.1% | +19.4% | +8.7% |
| 3M | +16.5% | -47.9% | +64.4% | +25.3% |
| 6M | +18.4% | +74.3% | -55.8% | +5.3% |
| YTD | +31.9% | +65.9% | -34.0% | +17.4% |
| All | +63.6% | +60.4% | +3.2% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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