+177.1%
SW vs COPX
+307.7%
-130.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | -2.9% | -2.8% | -0.1% | -2.3% |
| 30D | +5.0% | -14.3% | +19.4% | +9.0% |
| 3M | -13.7% | -19.0% | +5.4% | -9.3% |
| 6M | +8.0% | -24.4% | +32.4% | +14.9% |
| YTD | +14.0% | -3.2% | +17.2% | +12.5% |
| 1Y | +25.6% | +15.2% | +10.5% | +18.5% |
| 3Y | +40.1% | +127.6% | -87.5% | +10.6% |
| 5Y | -2.6% | +106.0% | -108.6% | -23.2% |
| All | +177.1% | +307.7% | -130.6% | +75.5% |
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