+167.6%
COPX vs WU
-51.6%
+219.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -6.8% |
| 7D | -2.9% | -5.0% | +2.1% | -1.5% |
| 30D | 0.0% | -2.3% | +2.3% | +0.5% |
| 3M | +14.8% | -3.2% | +18.0% | +13.8% |
| 6M | +7.0% | -25.0% | +32.1% | +15.0% |
| YTD | +23.8% | -21.7% | +45.5% | +30.5% |
| 1Y | +75.7% | -9.0% | +84.7% | +74.6% |
| 3Y | +156.4% | -28.9% | +185.3% | +171.0% |
| 5Y | +167.6% | -51.0% | +218.6% | +220.9% |
| All | +167.6% | -51.6% | +219.2% | +220.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling