+49.3%
SW vs COPX
+117.3%
-68.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | +0.6% |
| 7D | +4.7% | -7.5% | +12.1% | +7.5% |
| 30D | +5.0% | -18.6% | +23.6% | +12.7% |
| 3M | -7.3% | -19.0% | +11.7% | -0.9% |
| 6M | +15.0% | -9.9% | +24.9% | +16.9% |
| YTD | +18.5% | -1.8% | +20.4% | +13.3% |
| 1Y | +27.1% | +21.6% | +5.5% | +10.7% |
| All | +49.3% | +117.3% | -68.0% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling