+314.1%
COPX vs WWD
+439.4%
-125.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.2% |
| 7D | -2.8% | +4.0% | -6.8% | -4.5% |
| 30D | -14.3% | +0.4% | -14.7% | -14.6% |
| 3M | -19.0% | -7.9% | -11.1% | -16.1% |
| 6M | -24.4% | -10.6% | -13.8% | -21.0% |
| YTD | -3.2% | +9.4% | -12.6% | -8.1% |
| 1Y | +15.2% | +25.7% | -10.6% | +1.9% |
| 3Y | +127.6% | +148.5% | -20.9% | +41.8% |
| 5Y | +106.0% | +189.5% | -83.5% | +16.0% |
| All | +314.1% | +439.4% | -125.2% | +71.4% |
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