+1,447.6%
GWW vs COPX
+179.5%
+1,268.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -3.4% | -2.3% | -1.0% | -2.8% |
| 30D | -1.9% | +0.3% | -2.2% | -2.3% |
| 3M | -2.4% | +6.8% | -9.2% | -5.3% |
| 6M | +15.7% | +7.9% | +7.8% | +10.4% |
| YTD | +27.6% | +23.7% | +3.9% | +15.6% |
| 1Y | +27.2% | +71.5% | -44.3% | +3.3% |
| 3Y | +89.7% | +149.1% | -59.4% | +31.4% |
| 5Y | +223.9% | +167.3% | +56.6% | +109.9% |
| 10Y | +567.1% | +568.5% | -1.4% | +186.3% |
| All | +1,447.6% | +179.5% | +1,268.1% | +702.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling