+141.1%
COPX vs WST
+2,024.3%
-1,883.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +4.5% |
| 7D | +3.3% | +1.3% | +2.0% | +3.0% |
| 30D | -12.2% | +12.9% | -25.1% | -15.6% |
| 3M | -14.5% | +16.7% | -31.2% | -18.7% |
| 6M | -12.2% | +26.8% | -39.0% | -19.1% |
| YTD | +5.2% | +50.5% | -45.3% | -9.1% |
| 1Y | +27.0% | +52.9% | -25.9% | +9.1% |
| 3Y | +149.1% | +23.9% | +125.2% | +106.0% |
| 5Y | +132.1% | +1.0% | +131.1% | +101.8% |
| 10Y | +365.9% | +451.4% | -85.5% | +47.9% |
| All | +141.1% | +2,024.3% | -1,883.2% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling