+475.9%
WAT vs COPX
+186.2%
+289.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.3% | -4.0% | +2.7% | -0.1% |
| 30D | +2.3% | +4.5% | -2.2% | +0.9% |
| 3M | +8.7% | +0.8% | +7.9% | +7.6% |
| 6M | +28.3% | +3.2% | +25.1% | +24.9% |
| YTD | +7.8% | +26.7% | -18.9% | -2.9% |
| 1Y | +36.6% | +85.7% | -49.1% | +8.1% |
| 3Y | +45.7% | +151.2% | -105.5% | +1.7% |
| 5Y | -3.3% | +170.0% | -173.3% | -35.9% |
| 10Y | +162.1% | +572.9% | -410.8% | +17.6% |
| All | +475.9% | +186.2% | +289.6% | +235.3% |
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