+99.6%
USO vs SHW
+41.3%
+58.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.4% |
| 7D | -1.9% | +1.9% | -3.8% | -0.8% |
| 30D | -5.2% | +8.1% | -13.3% | -0.5% |
| 3M | +16.4% | -2.8% | +19.2% | +16.4% |
| 6M | +2.5% | +15.0% | -12.5% | +12.3% |
| YTD | +110.5% | +9.0% | +101.5% | +128.7% |
| 1Y | +108.4% | +4.5% | +103.9% | +125.0% |
| 3Y | +99.6% | +41.9% | +57.8% | +141.7% |
| All | +99.6% | +41.3% | +58.4% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling