-73.2%
USO vs BBWI
+181.2%
-254.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -5.2% | +12.9% | -18.1% | -6.8% |
| 3M | +16.4% | +16.0% | +0.4% | +13.7% |
| 6M | +2.5% | +16.6% | -14.1% | -1.2% |
| YTD | +110.5% | +9.7% | +100.8% | +101.5% |
| 1Y | +108.4% | +1.5% | +106.9% | +100.2% |
| 3Y | +99.6% | -21.4% | +121.0% | +92.0% |
| 5Y | +160.1% | -67.6% | +227.6% | +177.9% |
| 10Y | +86.3% | -46.8% | +133.1% | +58.1% |
| All | -73.2% | +181.2% | -254.5% | -85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling