+21.3%
WAT vs COPX
+11.4%
+9.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | +0.6% | -2.8% | +3.4% | +1.1% |
| 30D | +5.4% | -14.3% | +19.8% | +7.8% |
| 3M | +11.3% | -19.0% | +30.4% | +14.6% |
| 6M | +37.4% | -24.4% | +61.8% | +42.1% |
| YTD | +21.2% | -3.2% | +24.4% | +17.7% |
| 1Y | +21.3% | +15.2% | +6.2% | +14.5% |
| All | +21.3% | +11.4% | +9.9% | +14.5% |
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 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