+71.5%
COPX vs WY
-9.1%
+80.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -2.3% | -4.2% | +1.8% | -0.9% |
| 30D | +0.3% | -10.1% | +10.3% | +3.8% |
| 3M | +6.8% | -8.5% | +15.3% | +9.5% |
| 6M | +7.9% | -3.3% | +11.3% | +8.1% |
| YTD | +23.7% | -4.4% | +28.1% | +24.3% |
| 1Y | +71.5% | -11.5% | +83.0% | +82.0% |
| All | +71.5% | -9.1% | +80.6% | +82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling