+834.0%
WM vs COPX
+186.2%
+647.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.3% | -4.0% | +3.7% | +0.3% |
| 30D | -2.4% | +4.5% | -6.9% | -3.1% |
| 3M | +0.4% | +0.8% | -0.4% | -0.4% |
| 6M | -9.5% | +3.2% | -12.7% | -11.2% |
| YTD | +0.5% | +26.7% | -26.2% | -5.4% |
| 1Y | -1.1% | +85.7% | -86.8% | -13.5% |
| 3Y | +46.0% | +151.2% | -105.1% | +17.6% |
| 5Y | +51.8% | +170.0% | -118.2% | +17.5% |
| 10Y | +307.5% | +572.9% | -265.4% | +138.5% |
| All | +834.0% | +186.2% | +647.8% | +532.7% |
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