+127.6%
COPX vs WU
-23.0%
+150.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | -2.8% | -2.0% | -0.8% | -2.5% |
| 30D | -14.3% | +11.4% | -25.7% | -16.3% |
| 3M | -19.0% | -6.8% | -12.2% | -18.0% |
| 6M | -24.4% | -14.6% | -9.8% | -22.8% |
| YTD | -3.2% | -20.6% | +17.4% | +0.2% |
| 1Y | +15.2% | -15.4% | +30.5% | +16.6% |
| 3Y | +127.6% | -23.6% | +151.2% | +123.2% |
| All | +127.6% | -23.0% | +150.7% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling