+182.7%
SW vs COPX
+384.5%
-201.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | +6.8% | -14.8% | +21.5% | +11.0% |
| 3M | -5.2% | -17.2% | +12.0% | -1.0% |
| 6M | +7.4% | -14.5% | +21.9% | +10.6% |
| YTD | +17.4% | -0.4% | +17.8% | +15.1% |
| 1Y | +27.1% | +21.9% | +5.2% | +18.2% |
| 3Y | +47.9% | +123.7% | -75.9% | +17.2% |
| 5Y | -2.6% | +121.8% | -124.4% | -24.1% |
| All | +182.7% | +384.5% | -201.8% | +80.2% |
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