-2.3%
SW vs COPX
+171.2%
-173.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | -5.1% | -4.0% | -1.1% | -3.7% |
| 30D | -4.6% | +4.5% | -9.1% | -6.1% |
| 3M | +9.4% | +0.8% | +8.6% | +8.2% |
| 6M | +3.5% | +3.2% | +0.3% | +0.9% |
| YTD | +22.0% | +26.7% | -4.7% | +9.5% |
| 1Y | +2.2% | +85.7% | -83.5% | -20.1% |
| 3Y | +19.6% | +151.2% | -131.6% | -17.8% |
| All | -2.3% | +171.2% | -173.5% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling