+565.8%
COPX vs WWD
+490.2%
+75.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.3% |
| 7D | -2.9% | -2.9% | 0.0% | -1.6% |
| 30D | 0.0% | -6.6% | +6.6% | +3.0% |
| 3M | +14.8% | -9.3% | +24.1% | +19.3% |
| 6M | +7.0% | -13.6% | +20.7% | +13.7% |
| YTD | +23.8% | +10.4% | +13.5% | +17.2% |
| 1Y | +75.7% | +39.9% | +35.8% | +47.8% |
| 3Y | +156.4% | +165.0% | -8.6% | +54.7% |
| 5Y | +167.6% | +183.8% | -16.2% | +51.8% |
| All | +565.8% | +490.2% | +75.6% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling