+121.8%
COPX vs WU
-14.8%
+136.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.1% |
| 7D | -2.8% | -2.0% | -0.8% | -2.0% |
| 30D | -14.3% | +11.4% | -25.7% | -19.1% |
| 3M | -19.0% | -6.8% | -12.2% | -17.3% |
| 6M | -24.4% | -14.6% | -9.8% | -21.3% |
| YTD | -3.2% | -20.6% | +17.4% | +3.2% |
| 1Y | +15.2% | -15.4% | +30.5% | +18.8% |
| 3Y | +127.6% | -23.6% | +151.2% | +138.8% |
| 5Y | +106.0% | -43.4% | +149.4% | +143.7% |
| 10Y | +313.7% | -38.8% | +352.5% | +344.2% |
| All | +121.8% | -14.8% | +136.6% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling