+200.8%
WMB vs COPX
+107.3%
+93.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | +7.8% | -2.8% | +10.7% | +8.4% |
| 30D | -5.1% | -14.3% | +9.2% | -2.1% |
| 3M | -4.7% | -19.0% | +14.3% | -0.9% |
| 6M | -7.4% | -24.4% | +17.0% | -3.0% |
| YTD | +17.5% | -3.2% | +20.7% | +13.5% |
| 1Y | +19.5% | +15.2% | +4.3% | +9.6% |
| 3Y | +121.3% | +127.6% | -6.4% | +57.6% |
| All | +200.8% | +107.3% | +93.5% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling