+616.3%
WEC vs COPX
+198.0%
+418.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +0.6% |
| 7D | +0.8% | +5.8% | -4.9% | +0.2% |
| 30D | +0.3% | +7.2% | -6.9% | -0.5% |
| 3M | -2.9% | +16.5% | -19.4% | -4.8% |
| 6M | -5.9% | +18.4% | -24.4% | -8.3% |
| YTD | +4.1% | +31.9% | -27.8% | -0.1% |
| 1Y | +3.1% | +88.5% | -85.4% | -5.3% |
| 3Y | +40.8% | +173.1% | -132.3% | +22.0% |
| 5Y | +31.7% | +193.1% | -161.4% | +11.4% |
| 10Y | +141.1% | +591.7% | -450.6% | +69.1% |
| All | +616.3% | +198.0% | +418.3% | +454.2% |
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