+164.7%
COPX vs WTW
+42.0%
+122.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.3% | -5.7% | +3.4% | -1.3% |
| 30D | +0.3% | -7.3% | +7.5% | +1.7% |
| 3M | +6.8% | +21.5% | -14.6% | +2.2% |
| 6M | +7.9% | +9.6% | -1.7% | +5.4% |
| YTD | +23.7% | -3.3% | +27.0% | +24.9% |
| 1Y | +71.5% | -6.1% | +77.7% | +74.7% |
| 3Y | +149.1% | +61.8% | +87.3% | +95.2% |
| All | +164.7% | +42.0% | +122.7% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling