+301.5%
WFC vs COPX
+198.0%
+103.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -3.8% |
| 7D | +1.1% | +5.8% | -4.7% | -1.2% |
| 30D | +0.8% | +7.2% | -6.4% | -2.3% |
| 3M | +9.3% | +16.5% | -7.2% | +1.5% |
| 6M | +10.6% | +18.4% | -7.8% | +0.2% |
| YTD | -4.1% | +31.9% | -36.0% | -18.2% |
| 1Y | +13.6% | +88.5% | -74.9% | -17.3% |
| 3Y | +130.7% | +173.1% | -42.4% | +36.8% |
| 5Y | +126.7% | +193.1% | -66.4% | +25.2% |
| 10Y | +132.1% | +591.7% | -459.5% | -19.1% |
| All | +301.5% | +198.0% | +103.5% | +84.5% |
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