+11.4%
WBD vs COPX
+583.8%
-572.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.7% | -2.3% | +1.6% | -0.1% |
| 30D | +1.4% | +0.3% | +1.2% | +0.9% |
| 3M | +4.4% | +6.8% | -2.4% | +0.4% |
| 6M | +0.8% | +7.9% | -7.1% | -5.3% |
| YTD | -2.7% | +23.7% | -26.4% | -15.5% |
| 1Y | +73.4% | +71.5% | +1.9% | +28.7% |
| 3Y | +142.1% | +149.1% | -7.0% | +49.7% |
| 5Y | +7.2% | +167.3% | -160.1% | -36.6% |
| All | +11.4% | +583.8% | -572.4% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling