+258.0%
WPM vs COPX
+149.6%
+108.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.3% | +0.7% |
| 7D | -3.6% | -2.9% | -0.7% | -2.0% |
| 30D | +12.5% | 0.0% | +12.5% | +12.6% |
| 3M | +40.6% | +14.8% | +25.8% | +29.3% |
| 6M | +0.5% | +7.0% | -6.5% | -3.6% |
| YTD | +29.0% | +23.8% | +5.2% | +16.1% |
| 1Y | +43.8% | +75.7% | -31.9% | +9.2% |
| All | +258.0% | +149.6% | +108.5% | +120.3% |
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