+142.0%
WEC vs COPX
+583.8%
-441.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.6% | -2.3% | +1.8% | -0.4% |
| 30D | -2.6% | +0.3% | -2.9% | -2.7% |
| 3M | -6.0% | +6.8% | -12.9% | -6.8% |
| 6M | -5.4% | +7.9% | -13.4% | -6.7% |
| YTD | +2.5% | +23.7% | -21.3% | -0.5% |
| 1Y | -0.7% | +71.5% | -72.3% | -6.9% |
| 3Y | +38.7% | +149.1% | -110.4% | +23.2% |
| 5Y | +31.7% | +167.3% | -135.7% | +14.5% |
| All | +142.0% | +583.8% | -441.8% | +51.3% |
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 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