+147.8%
SW vs COPX
+568.8%
-421.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -5.1% | -4.0% | -1.1% | -4.0% |
| 30D | -4.6% | +4.5% | -9.1% | -5.8% |
| 3M | +9.4% | +0.8% | +8.6% | +8.5% |
| 6M | +3.5% | +3.2% | +0.3% | +1.6% |
| YTD | +22.0% | +26.7% | -4.7% | +12.8% |
| 1Y | +2.2% | +85.7% | -83.5% | -14.6% |
| 3Y | +19.6% | +151.2% | -131.6% | -8.4% |
| 5Y | -2.3% | +170.0% | -172.3% | -28.0% |
| All | +147.8% | +568.8% | -421.1% | +31.0% |
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