+111.8%
COPX vs WU
-43.8%
+155.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | -2.8% | -2.0% | -0.8% | -2.4% |
| 30D | -14.3% | +11.4% | -25.7% | -17.1% |
| 3M | -19.0% | -6.8% | -12.2% | -17.9% |
| 6M | -24.4% | -14.6% | -9.8% | -22.3% |
| YTD | -3.2% | -20.6% | +17.4% | +1.1% |
| 1Y | +15.2% | -15.4% | +30.5% | +17.5% |
| 3Y | +127.6% | -23.6% | +151.2% | +134.3% |
| All | +111.8% | -43.8% | +155.6% | +134.9% |
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