+150.0%
WMB vs COPX
+165.8%
-15.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.7% |
| 7D | +0.8% | +5.8% | -5.0% | +0.1% |
| 30D | +7.7% | +7.2% | +0.5% | +6.6% |
| 3M | +6.7% | +16.5% | -9.8% | +4.1% |
| 6M | +3.6% | +18.4% | -14.8% | -0.1% |
| YTD | +28.0% | +31.9% | -3.9% | +19.7% |
| 1Y | +37.6% | +88.5% | -50.9% | +18.4% |
| All | +150.0% | +165.8% | -15.9% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling