+2.5%
WFC vs COPX
+31.7%
-29.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +1.9% |
| 7D | +4.5% | -3.0% | +7.4% | +4.7% |
| 30D | +7.4% | -13.6% | +21.0% | +8.7% |
| 3M | -0.5% | -11.2% | +10.7% | +0.2% |
| 6M | +11.7% | -2.4% | +14.1% | +10.5% |
| YTD | -4.6% | +4.2% | -8.9% | -10.8% |
| 1Y | +2.5% | +32.2% | -29.6% | -12.9% |
| All | +2.5% | +31.7% | -29.2% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling