+913.7%
WM vs COPX
+137.6%
+776.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.7% |
| 7D | -0.5% | +3.3% | -3.8% | -1.0% |
| 30D | +13.3% | -12.2% | +25.5% | +15.3% |
| 3M | +4.4% | -14.5% | +18.9% | +6.4% |
| 6M | +10.8% | -12.2% | +23.0% | +11.5% |
| YTD | +9.1% | +5.2% | +3.9% | +5.1% |
| 1Y | +19.1% | +27.0% | -7.8% | +10.9% |
| 3Y | +45.7% | +149.1% | -103.5% | +16.1% |
| 5Y | +60.4% | +132.1% | -71.7% | +26.5% |
| 10Y | +328.7% | +365.9% | -37.2% | +167.5% |
| All | +913.7% | +137.6% | +776.1% | +603.5% |
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