+82.0%
USO vs NWSA
+149.4%
-67.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.1% | -2.8% | +11.9% | +9.7% |
| 30D | +21.7% | +3.0% | +18.6% | +20.9% |
| 3M | +20.2% | +12.3% | +7.9% | +16.9% |
| 6M | +43.4% | +21.9% | +21.5% | +36.5% |
| YTD | +124.0% | +13.6% | +110.4% | +116.1% |
| 1Y | +112.2% | +0.5% | +111.7% | +110.2% |
| 3Y | +97.7% | +43.8% | +53.9% | +76.8% |
| 5Y | +217.4% | +41.2% | +176.3% | +178.3% |
| All | +82.0% | +149.4% | -67.4% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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