-5.9%
SW vs COPX
-13.5%
+7.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.1% | +3.8% |
| 7D | +12.1% | -3.0% | +15.0% | +12.0% |
| 30D | +6.6% | -13.6% | +20.2% | +7.9% |
| All | -5.9% | -13.5% | +7.6% | -6.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling