+164.7%
COPX vs WSM
+175.3%
-10.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | +0.3% | -7.7% | +8.0% | +2.5% |
| 3M | +6.8% | +3.8% | +3.0% | +5.5% |
| 6M | +7.9% | +22.7% | -14.7% | +1.8% |
| YTD | +23.7% | +28.0% | -4.3% | +15.2% |
| 1Y | +71.5% | +12.7% | +58.8% | +64.6% |
| 3Y | +149.1% | +231.3% | -82.2% | +74.1% |
| All | +164.7% | +175.3% | -10.6% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling