+565.2%
COPX vs WU
-39.1%
+604.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -2.3% | -3.5% | +1.1% | -1.0% |
| 30D | +0.3% | -2.9% | +3.2% | +1.2% |
| 3M | +6.8% | -2.3% | +9.1% | +5.4% |
| 6M | +7.9% | -25.4% | +33.3% | +18.9% |
| YTD | +23.7% | -21.2% | +44.9% | +32.4% |
| 1Y | +71.5% | -8.9% | +80.4% | +70.7% |
| 3Y | +149.1% | -29.0% | +178.1% | +169.4% |
| 5Y | +167.3% | -50.7% | +218.1% | +236.3% |
| All | +565.2% | -39.1% | +604.3% | +653.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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