+202.4%
COPX vs WU
-14.5%
+217.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +5.3% |
| 7D | +5.8% | -0.8% | +6.6% | +6.1% |
| 30D | +7.2% | -1.1% | +8.3% | +7.4% |
| 3M | +16.5% | -1.8% | +18.3% | +14.5% |
| 6M | +18.4% | -23.9% | +42.4% | +31.3% |
| YTD | +31.9% | -20.4% | +52.3% | +42.0% |
| 1Y | +88.5% | -10.6% | +99.1% | +89.5% |
| 3Y | +173.1% | -27.7% | +200.8% | +196.2% |
| 5Y | +193.1% | -51.1% | +244.2% | +279.4% |
| 10Y | +591.7% | -40.7% | +632.4% | +663.8% |
| All | +202.4% | -14.5% | +217.0% | +129.4% |
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 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