+135.3%
COPX vs WST
+2,024.5%
-1,889.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | -14.0% | +12.4% | -26.4% | -17.1% |
| 3M | -17.1% | +17.6% | -34.7% | -21.4% |
| 6M | -15.9% | +28.3% | -44.2% | -22.8% |
| YTD | +2.6% | +50.5% | -47.9% | -11.3% |
| 1Y | +21.6% | +49.4% | -27.8% | +5.3% |
| 3Y | +142.7% | +21.9% | +120.8% | +102.2% |
| 5Y | +122.2% | +0.4% | +121.9% | +93.8% |
| 10Y | +338.8% | +451.5% | -112.8% | +39.3% |
| All | +135.3% | +2,024.5% | -1,889.2% | -76.8% |
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