+35.0%
WAT vs COPX
+73.7%
-38.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -0.3% | -2.3% | +2.1% | 0.0% |
| 30D | -1.9% | +0.3% | -2.1% | -2.0% |
| 3M | +13.5% | +6.8% | +6.7% | +12.2% |
| 6M | +37.2% | +7.9% | +29.3% | +34.7% |
| YTD | +7.5% | +23.7% | -16.2% | +4.1% |
| 1Y | +35.0% | +71.5% | -36.5% | +27.9% |
| All | +35.0% | +73.7% | -38.7% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling