+1,009.3%
WPM vs COPX
+200.8%
+808.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.6% |
| 7D | +3.9% | +6.0% | -2.1% | +0.7% |
| 30D | +17.7% | +6.4% | +11.2% | +14.0% |
| 3M | +39.4% | +19.3% | +20.1% | +27.2% |
| 6M | +6.4% | +16.2% | -9.8% | -1.3% |
| YTD | +34.0% | +33.2% | +0.8% | +16.2% |
| 1Y | +50.5% | +90.2% | -39.7% | +8.7% |
| 3Y | +280.3% | +175.7% | +104.6% | +120.3% |
| 5Y | +266.3% | +193.1% | +73.2% | +99.9% |
| 10Y | +550.8% | +619.4% | -68.6% | +88.4% |
| All | +1,009.3% | +200.8% | +808.6% | +462.1% |
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