+565.2%
COPX vs WTW
+198.0%
+367.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.3% | -5.7% | +3.4% | -0.2% |
| 30D | +0.3% | -7.3% | +7.5% | +3.1% |
| 3M | +6.8% | +21.5% | -14.6% | -2.2% |
| 6M | +7.9% | +9.6% | -1.7% | +2.1% |
| YTD | +23.7% | -3.3% | +27.0% | +22.6% |
| 1Y | +71.5% | -6.1% | +77.7% | +71.8% |
| 3Y | +149.1% | +61.8% | +87.3% | +82.7% |
| 5Y | +167.3% | +42.7% | +124.7% | +106.6% |
| All | +565.2% | +198.0% | +367.2% | +258.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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