+190.5%
COPX vs WST
+1,648.3%
-1,457.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -4.0% | +0.7% | -4.7% | -4.2% |
| 30D | +4.5% | -3.1% | +7.7% | +5.6% |
| 3M | +0.8% | +7.2% | -6.4% | -1.7% |
| 6M | +3.2% | +36.8% | -33.6% | -7.7% |
| YTD | +26.7% | +23.8% | +2.9% | +16.7% |
| 1Y | +85.7% | +37.8% | +47.9% | +64.2% |
| 3Y | +151.2% | -15.9% | +167.1% | +140.8% |
| 5Y | +170.0% | -25.8% | +195.8% | +163.3% |
| 10Y | +572.9% | +319.6% | +253.3% | +138.3% |
| All | +190.5% | +1,648.3% | -1,457.8% | -69.5% |
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 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