+91.4%
USO vs GWW
+31.2%
+60.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | 0.0% |
| 7D | +9.5% | +1.4% | +8.1% | +9.6% |
| 30D | +23.6% | +3.3% | +20.3% | +24.1% |
| 3M | +3.8% | +2.9% | +0.9% | +4.5% |
| 6M | +55.0% | +15.8% | +39.3% | +62.6% |
| YTD | +105.3% | +32.0% | +73.2% | +112.9% |
| 1Y | +91.4% | +29.9% | +61.5% | +100.1% |
| All | +91.4% | +31.2% | +60.2% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling