+565.2%
COPX vs WY
+7.6%
+557.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.3% | -4.2% | +1.8% | -0.1% |
| 30D | +0.3% | -10.1% | +10.3% | +6.0% |
| 3M | +6.8% | -8.5% | +15.3% | +11.0% |
| 6M | +7.9% | -3.3% | +11.3% | +9.0% |
| YTD | +23.7% | -4.4% | +28.1% | +25.2% |
| 1Y | +71.5% | -11.5% | +83.0% | +80.3% |
| 3Y | +149.1% | -24.3% | +173.4% | +179.7% |
| 5Y | +167.3% | -21.3% | +188.6% | +189.1% |
| All | +565.2% | +7.6% | +557.7% | +466.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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