+20.8%
WM vs COPX
+31.7%
-10.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.3% | +2.1% |
| 7D | +5.9% | -3.0% | +8.9% | +5.5% |
| 30D | +15.4% | -13.6% | +29.0% | +13.6% |
| 3M | +6.3% | -11.2% | +17.6% | +5.2% |
| 6M | +5.6% | -2.4% | +8.0% | +5.6% |
| YTD | +9.9% | +4.2% | +5.7% | +10.4% |
| 1Y | +20.8% | +32.2% | -11.3% | +24.1% |
| All | +20.8% | +31.7% | -10.9% | +24.1% |
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