+912.2%
WM vs COPX
+125.0%
+787.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.3% |
| 7D | +1.2% | -1.0% | +2.2% | +1.3% |
| 30D | +13.1% | -14.8% | +27.8% | +15.5% |
| 3M | +3.6% | -17.2% | +20.9% | +6.1% |
| 6M | +8.1% | -14.5% | +22.5% | +9.1% |
| YTD | +8.9% | -0.4% | +9.3% | +5.9% |
| 1Y | +20.3% | +21.9% | -1.5% | +12.6% |
| 3Y | +46.2% | +123.7% | -77.6% | +18.7% |
| 5Y | +59.9% | +121.8% | -61.9% | +26.9% |
| 10Y | +345.6% | +397.9% | -52.3% | +173.1% |
| All | +912.2% | +125.0% | +787.2% | +608.4% |
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