+202.4%
COPX vs WSM
+2,204.1%
-2,001.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.0% |
| 7D | +5.8% | +2.6% | +3.2% | +4.9% |
| 30D | +7.2% | -9.5% | +16.7% | +10.7% |
| 3M | +16.5% | +12.9% | +3.6% | +11.7% |
| 6M | +18.4% | +23.0% | -4.6% | +10.5% |
| YTD | +31.9% | +28.9% | +3.0% | +21.1% |
| 1Y | +88.5% | +13.7% | +74.8% | +79.3% |
| 3Y | +173.1% | +232.6% | -59.5% | +73.9% |
| 5Y | +193.1% | +185.9% | +7.3% | +85.6% |
| 10Y | +591.7% | +998.6% | -406.9% | +132.0% |
| All | +202.4% | +2,204.1% | -2,001.6% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling