+112.2%
USO vs NWSA
+3.0%
+109.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.1% |
| 7D | +9.1% | -2.8% | +11.9% | +8.4% |
| 30D | +21.7% | +3.0% | +18.6% | +22.5% |
| 3M | +20.2% | +12.3% | +7.9% | +23.8% |
| 6M | +43.4% | +21.9% | +21.5% | +48.8% |
| YTD | +124.0% | +13.6% | +110.4% | +132.0% |
| 1Y | +112.2% | +0.5% | +111.7% | +118.9% |
| All | +112.2% | +3.0% | +109.2% | +118.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling