+1,188.6%
WAB vs COPX
+198.0%
+990.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -1.2% |
| 7D | +1.7% | +5.8% | -4.1% | -0.7% |
| 30D | -2.4% | +7.2% | -9.6% | -5.4% |
| 3M | +9.7% | +16.5% | -6.8% | +1.8% |
| 6M | +16.5% | +18.4% | -1.9% | +5.9% |
| YTD | +33.7% | +31.9% | +1.8% | +14.3% |
| 1Y | +49.7% | +88.5% | -38.8% | +8.7% |
| 3Y | +170.9% | +173.1% | -2.2% | +60.0% |
| 5Y | +228.0% | +193.1% | +34.9% | +80.5% |
| 10Y | +284.8% | +591.7% | -306.9% | +31.4% |
| All | +1,188.6% | +198.0% | +990.6% | +520.5% |
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