+86.1%
USO vs BBWI
-57.7%
+143.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.7% |
| 7D | +11.5% | -8.0% | +19.5% | +12.2% |
| 30D | +24.1% | -6.6% | +30.7% | +24.6% |
| 3M | +17.9% | -2.7% | +20.6% | +17.3% |
| 6M | +49.6% | -12.8% | +62.4% | +49.2% |
| YTD | +129.0% | -10.5% | +139.5% | +126.2% |
| 1Y | +112.0% | -35.3% | +147.3% | +116.4% |
| 3Y | +102.3% | -47.7% | +150.0% | +105.7% |
| 5Y | +224.5% | -68.9% | +293.4% | +245.0% |
| All | +86.1% | -57.7% | +143.7% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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