+32.2%
COPX vs WWD
+27.2%
+5.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.9% |
| 7D | -3.0% | +7.3% | -10.3% | -6.5% |
| 30D | -13.6% | -2.0% | -11.7% | -12.9% |
| 3M | -11.2% | -12.6% | +1.4% | -5.7% |
| 6M | -2.4% | -8.4% | +6.0% | +0.3% |
| YTD | +4.2% | +8.2% | -4.0% | +2.6% |
| 1Y | +32.2% | +26.5% | +5.6% | +26.7% |
| All | +32.2% | +27.2% | +5.0% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling