+84.4%
USO vs BWA
+94.2%
-9.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.9% | +4.3% | -6.2% | -2.7% |
| 30D | -5.2% | -13.0% | +7.8% | -3.0% |
| 3M | +16.4% | -24.8% | +41.3% | +21.9% |
| 6M | +2.5% | -23.5% | +26.0% | +6.5% |
| YTD | +110.5% | +13.8% | +96.7% | +97.0% |
| 1Y | +108.4% | +13.4% | +95.0% | +94.9% |
| 3Y | +99.6% | +62.8% | +36.9% | +65.9% |
| 5Y | +160.1% | +28.5% | +131.6% | +124.2% |
| All | +84.4% | +94.2% | -9.9% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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