+130.6%
COPX vs WST
+1.6%
+129.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.1% |
| 7D | +1.6% | +1.4% | +0.3% | +1.4% |
| 30D | -15.0% | +12.7% | -27.7% | -16.7% |
| 3M | -18.6% | +17.2% | -35.7% | -20.7% |
| 6M | -14.9% | +26.7% | -41.6% | -18.4% |
| YTD | +1.8% | +50.3% | -48.4% | -5.4% |
| 1Y | +19.7% | +50.2% | -30.6% | +11.1% |
| 3Y | +140.9% | +21.7% | +119.2% | +118.3% |
| 5Y | +130.6% | +2.0% | +128.5% | +109.6% |
| All | +130.6% | +1.6% | +129.0% | +109.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling