+625.9%
SW vs COPX
+186.2%
+439.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -5.1% | -4.0% | -1.1% | -4.4% |
| 30D | -4.6% | +4.5% | -9.1% | -5.4% |
| 3M | +9.4% | +0.8% | +8.6% | +8.8% |
| 6M | +3.5% | +3.2% | +0.3% | +2.3% |
| YTD | +22.0% | +26.7% | -4.7% | +15.7% |
| 1Y | +2.2% | +85.7% | -83.5% | -9.6% |
| 3Y | +19.6% | +151.2% | -131.6% | -0.1% |
| 5Y | -2.3% | +170.0% | -172.3% | -20.3% |
| 10Y | +181.4% | +572.9% | -391.6% | +98.7% |
| All | +625.9% | +186.2% | +439.6% | +461.1% |
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