+295.4%
WMB vs COPX
+584.4%
-289.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.0% | +3.9% | -0.7% |
| 7D | -1.7% | -2.9% | +1.2% | -0.7% |
| 30D | +0.7% | 0.0% | +0.7% | +0.3% |
| 3M | +1.5% | +14.8% | -13.3% | -4.6% |
| 6M | +0.1% | +7.0% | -7.0% | -5.5% |
| YTD | +22.9% | +23.8% | -0.9% | +8.0% |
| 1Y | +27.9% | +75.7% | -47.8% | -3.3% |
| 3Y | +139.1% | +156.4% | -17.3% | +46.7% |
| 5Y | +270.9% | +167.6% | +103.4% | +112.9% |
| All | +295.4% | +584.4% | -289.0% | +27.7% |
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 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