+619.4%
COPX vs WST
+325.7%
+293.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +6.0% | -1.7% | +7.6% | +6.4% |
| 30D | +6.4% | -4.3% | +10.7% | +7.5% |
| 3M | +19.3% | +0.7% | +18.5% | +18.9% |
| 6M | +16.2% | +36.0% | -19.8% | +7.6% |
| YTD | +33.2% | +22.7% | +10.4% | +26.0% |
| 1Y | +90.2% | +34.1% | +56.1% | +75.7% |
| 3Y | +175.7% | -13.6% | +189.2% | +167.0% |
| 5Y | +193.1% | -26.0% | +219.1% | +188.8% |
| 10Y | +619.4% | +335.8% | +283.7% | +289.5% |
| All | +619.4% | +325.7% | +293.7% | +289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling