+310.4%
WM vs COPX
+606.7%
-296.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.7% |
| 7D | -1.2% | +6.0% | -7.2% | -1.8% |
| 30D | -4.5% | +6.4% | -10.9% | -5.2% |
| 3M | -2.2% | +19.3% | -21.5% | -4.6% |
| 6M | -11.5% | +16.2% | -27.7% | -14.0% |
| YTD | -0.7% | +33.2% | -33.8% | -5.9% |
| 1Y | +0.3% | +90.2% | -89.9% | -10.5% |
| 3Y | +44.2% | +175.7% | -131.5% | +18.0% |
| 5Y | +51.6% | +193.1% | -141.5% | +19.7% |
| 10Y | +310.4% | +619.4% | -309.0% | +132.2% |
| All | +310.4% | +606.7% | -296.3% | +132.2% |
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