+27.2%
GWW vs COPX
+73.7%
-46.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | -2.3% | -1.0% | -3.2% |
| 30D | -1.9% | +0.3% | -2.2% | -2.0% |
| 3M | -2.4% | +6.8% | -9.2% | -3.0% |
| 6M | +15.7% | +7.9% | +7.8% | +13.7% |
| YTD | +27.6% | +23.7% | +3.9% | +24.1% |
| 1Y | +27.2% | +71.5% | -44.3% | +26.3% |
| All | +27.2% | +73.7% | -46.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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