+149.3%
COPX vs WY
-25.0%
+174.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.7% | -4.3% | -5.8% |
| 7D | -2.9% | -3.7% | +0.8% | -1.2% |
| 30D | 0.0% | -11.3% | +11.3% | +5.4% |
| 3M | +14.8% | -8.1% | +22.9% | +18.4% |
| 6M | +7.0% | -7.4% | +14.5% | +9.9% |
| YTD | +23.8% | -4.7% | +28.5% | +25.0% |
| 1Y | +75.7% | -9.2% | +84.9% | +81.2% |
| All | +149.3% | -25.0% | +174.4% | +180.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling