+222.3%
WAB vs COPX
+167.3%
+55.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +2.2% |
| 7D | -0.2% | -2.9% | +2.7% | +0.6% |
| 30D | -5.9% | 0.0% | -5.9% | -6.1% |
| 3M | +9.4% | +14.8% | -5.4% | +3.6% |
| 6M | +13.8% | +7.0% | +6.8% | +9.2% |
| YTD | +31.8% | +23.8% | +7.9% | +18.6% |
| 1Y | +48.5% | +75.7% | -27.2% | +17.2% |
| 3Y | +167.0% | +156.4% | +10.6% | +75.6% |
| 5Y | +222.3% | +167.6% | +54.8% | +100.4% |
| All | +222.3% | +167.3% | +55.0% | +100.4% |
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