-47.5%
USO vs NWSA
+123.2%
-170.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +3.3% |
| 7D | +3.6% | -2.6% | +6.2% | +4.2% |
| 30D | +23.8% | +4.6% | +19.2% | +22.4% |
| 3M | +8.1% | +10.2% | -2.1% | +5.0% |
| 6M | +34.3% | +21.6% | +12.6% | +26.7% |
| YTD | +111.1% | +14.6% | +96.5% | +101.8% |
| 1Y | +99.9% | +0.4% | +99.6% | +97.4% |
| 3Y | +86.5% | +45.0% | +41.5% | +63.4% |
| 5Y | +200.5% | +41.3% | +159.3% | +157.7% |
| 10Y | +66.5% | +142.8% | -76.2% | +10.6% |
| All | -47.5% | +123.2% | -170.7% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling