+15.0%
SW vs COPX
-10.5%
+25.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | +0.2% |
| 7D | +4.7% | -7.5% | +12.1% | +6.9% |
| 30D | +5.0% | -18.6% | +23.6% | +11.5% |
| 3M | -7.3% | -19.0% | +11.7% | -2.2% |
| 6M | +15.0% | -9.9% | +24.9% | +12.7% |
| All | +15.0% | -10.5% | +25.5% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling