+132.8%
WFC vs COPX
+149.6%
-16.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.7% | +0.9% |
| 7D | +0.3% | -2.9% | +3.2% | +0.7% |
| 30D | +2.3% | 0.0% | +2.3% | +2.1% |
| 3M | +9.8% | +14.8% | -5.0% | +6.4% |
| 6M | +15.6% | +7.0% | +8.5% | +12.6% |
| YTD | -2.4% | +23.8% | -26.3% | -9.0% |
| 1Y | +13.8% | +75.7% | -61.9% | -3.0% |
| All | +132.8% | +149.6% | -16.8% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling