+149.3%
COPX vs WSM
+226.4%
-77.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.7% | -5.3% | -6.5% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | 0.0% | -10.7% | +10.7% | +3.4% |
| 3M | +14.8% | +8.5% | +6.3% | +11.9% |
| 6M | +7.0% | +19.6% | -12.6% | +1.3% |
| YTD | +23.8% | +26.6% | -2.7% | +15.3% |
| 1Y | +75.7% | +12.0% | +63.8% | +68.3% |
| All | +149.3% | +226.4% | -77.1% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling