+102.2%
USO vs SHW
+7.3%
+94.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.6% | -14.7% | -1.7% |
| 7D | -12.7% | +13.3% | -26.0% | -0.8% |
| 30D | +1.0% | +14.1% | -13.2% | +15.7% |
| 3M | +25.6% | +0.8% | +24.8% | +27.9% |
| 6M | -1.5% | +17.6% | -19.1% | +20.8% |
| YTD | +110.3% | +13.0% | +97.3% | +149.4% |
| 1Y | +102.2% | +7.0% | +95.2% | +137.6% |
| All | +102.2% | +7.3% | +94.9% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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