+82.0%
USO vs GWW
+570.2%
-488.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +9.1% | -3.4% | +12.5% | +9.8% |
| 30D | +21.7% | -1.9% | +23.6% | +22.1% |
| 3M | +20.2% | -2.4% | +22.6% | +20.6% |
| 6M | +43.4% | +15.7% | +27.6% | +38.2% |
| YTD | +124.0% | +27.6% | +96.4% | +110.8% |
| 1Y | +112.2% | +27.2% | +85.0% | +99.6% |
| 3Y | +97.7% | +89.7% | +8.0% | +65.4% |
| 5Y | +217.4% | +223.9% | -6.5% | +123.9% |
| All | +82.0% | +570.2% | -488.2% | +11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling