+324.8%
COPX vs WST
+449.7%
-124.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | +1.1% | +4.9% | -3.8% | +0.1% |
| 30D | -15.9% | +10.7% | -26.6% | -17.7% |
| 3M | -19.6% | +16.8% | -36.4% | -22.4% |
| 6M | -21.5% | +32.0% | -53.5% | -26.5% |
| YTD | -0.8% | +49.9% | -50.7% | -10.3% |
| 1Y | +15.2% | +50.6% | -35.5% | +3.9% |
| 3Y | +134.7% | +21.4% | +113.3% | +107.2% |
| 5Y | +111.3% | -0.6% | +111.9% | +92.9% |
| All | +324.8% | +449.7% | -124.9% | +118.3% |
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