+1,885.8%
WDC vs COPX
+200.8%
+1,685.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.5% |
| 7D | +7.5% | +6.0% | +1.5% | +3.9% |
| 30D | +10.1% | +6.4% | +3.6% | +5.6% |
| 3M | -6.8% | +19.3% | -26.1% | -15.3% |
| 6M | +84.1% | +16.2% | +67.9% | +68.7% |
| YTD | +180.3% | +33.2% | +147.1% | +139.7% |
| 1Y | +411.1% | +90.2% | +320.9% | +260.9% |
| 3Y | +1,375.0% | +175.7% | +1,199.3% | +723.4% |
| 5Y | +991.6% | +193.1% | +798.4% | +472.7% |
| 10Y | +1,309.1% | +619.4% | +689.7% | +343.4% |
| All | +1,885.8% | +200.8% | +1,685.0% | +753.2% |
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