+224.5%
USO vs NWSA
+39.0%
+185.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.6% |
| 7D | +11.5% | -4.8% | +16.2% | +11.7% |
| 30D | +24.1% | +3.0% | +21.1% | +23.9% |
| 3M | +17.9% | +9.3% | +8.6% | +17.2% |
| 6M | +49.6% | +23.2% | +26.4% | +46.9% |
| YTD | +129.0% | +13.3% | +115.7% | +126.6% |
| 1Y | +112.0% | +2.9% | +109.1% | +111.8% |
| 3Y | +102.3% | +43.3% | +58.9% | +92.7% |
| 5Y | +224.5% | +40.9% | +183.7% | +204.3% |
| All | +224.5% | +39.0% | +185.5% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling