+82.0%
USO vs SHW
+288.7%
-206.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.2% |
| 7D | +9.1% | -3.1% | +12.2% | +9.1% |
| 30D | +21.7% | -10.0% | +31.7% | +21.7% |
| 3M | +20.2% | +2.3% | +18.0% | +19.9% |
| 6M | +43.4% | +0.7% | +42.7% | +42.8% |
| YTD | +124.0% | +0.5% | +123.5% | +122.7% |
| 1Y | +112.2% | -11.5% | +123.7% | +113.6% |
| 3Y | +97.7% | +21.3% | +76.3% | +88.4% |
| 5Y | +217.4% | +12.5% | +204.9% | +204.6% |
| All | +82.0% | +288.7% | -206.7% | +42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling