+214.1%
USO vs BBWI
-68.8%
+282.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.3% | +9.0% | +2.5% |
| 7D | +6.2% | -4.4% | +10.7% | +6.1% |
| 30D | +19.1% | -7.4% | +26.5% | +18.9% |
| 3M | +14.2% | -2.2% | +16.4% | +14.0% |
| 6M | +43.7% | -16.3% | +60.1% | +43.9% |
| YTD | +116.8% | -9.1% | +126.0% | +115.7% |
| 1Y | +104.3% | -34.5% | +138.9% | +106.1% |
| 3Y | +91.5% | -47.0% | +138.5% | +93.2% |
| 5Y | +214.1% | -68.8% | +282.9% | +230.5% |
| All | +214.1% | -68.8% | +282.9% | +230.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling