-48.4%
USO vs GWRE
+736.4%
-784.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.8% |
| 7D | +11.5% | -30.9% | +42.4% | +15.8% |
| 30D | +24.1% | -20.7% | +44.8% | +26.7% |
| 3M | +17.9% | +20.2% | -2.2% | +13.8% |
| 6M | +49.6% | -11.9% | +61.5% | +49.2% |
| YTD | +129.0% | -30.3% | +159.3% | +134.7% |
| 1Y | +112.0% | -44.6% | +156.6% | +123.4% |
| 3Y | +102.3% | +48.8% | +53.5% | +82.0% |
| 5Y | +224.5% | +14.8% | +209.8% | +199.7% |
| 10Y | +86.9% | +128.1% | -41.1% | +52.5% |
| All | -48.4% | +736.4% | -784.7% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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