+190.5%
COPX vs WWD
+1,075.9%
-885.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -4.0% | +1.3% | -5.3% | -4.6% |
| 30D | +4.5% | -7.2% | +11.7% | +8.4% |
| 3M | +0.8% | -3.8% | +4.7% | +1.9% |
| 6M | +3.2% | -9.9% | +13.1% | +8.0% |
| YTD | +26.7% | +14.8% | +11.9% | +16.2% |
| 1Y | +85.7% | +42.1% | +43.6% | +50.7% |
| 3Y | +151.2% | +170.8% | -19.6% | +38.9% |
| 5Y | +170.0% | +197.5% | -27.5% | +37.1% |
| 10Y | +572.9% | +477.8% | +95.1% | +103.6% |
| All | +190.5% | +1,075.9% | -885.4% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling