+182.3%
SW vs COPX
+322.8%
-140.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -2.6% | -1.5% | -1.0% | -2.3% |
| 30D | +7.2% | -14.0% | +21.2% | +11.2% |
| 3M | -10.5% | -17.1% | +6.7% | -6.5% |
| 6M | +9.9% | -15.9% | +25.8% | +13.6% |
| YTD | +17.2% | +2.6% | +14.6% | +13.9% |
| 1Y | +26.5% | +21.6% | +4.9% | +17.6% |
| 3Y | +47.7% | +142.7% | -95.0% | +14.6% |
| 5Y | +0.2% | +122.2% | -122.0% | -22.4% |
| 10Y | +182.3% | +338.8% | -156.4% | +76.1% |
| All | +182.3% | +322.8% | -140.5% | +76.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling