+605.0%
SW vs COPX
+121.7%
+483.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.4% |
| 7D | +4.7% | -7.5% | +12.1% | +6.1% |
| 30D | +5.0% | -18.6% | +23.6% | +8.9% |
| 3M | -7.3% | -19.0% | +11.7% | -4.0% |
| 6M | +15.0% | -9.9% | +24.9% | +16.5% |
| YTD | +18.5% | -1.8% | +20.4% | +17.5% |
| 1Y | +27.1% | +21.6% | +5.5% | +21.3% |
| 3Y | +49.3% | +118.9% | -69.6% | +28.3% |
| 5Y | -1.6% | +118.7% | -120.3% | -16.4% |
| 10Y | +185.4% | +390.8% | -205.4% | +111.7% |
| All | +605.0% | +121.7% | +483.2% | +469.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling