+330.8%
WM vs COPX
+318.2%
+12.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +1.9% |
| 7D | +1.2% | +1.1% | +0.1% | +1.0% |
| 30D | +15.2% | -15.9% | +31.1% | +17.2% |
| 3M | +8.3% | -19.6% | +27.9% | +10.5% |
| 6M | +13.1% | -21.5% | +34.6% | +15.2% |
| YTD | +12.5% | -0.8% | +13.3% | +9.8% |
| 1Y | +21.8% | +15.2% | +6.6% | +16.0% |
| 3Y | +48.8% | +134.7% | -85.9% | +22.5% |
| 5Y | +62.1% | +111.3% | -49.2% | +33.1% |
| All | +330.8% | +318.2% | +12.6% | +170.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling