+214.1%
USO vs SHW
+14.0%
+200.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.3% |
| 7D | +6.2% | -3.2% | +9.5% | +5.4% |
| 30D | +19.1% | -11.4% | +30.5% | +15.6% |
| 3M | +14.2% | +3.5% | +10.7% | +15.7% |
| 6M | +43.7% | -3.4% | +47.1% | +45.4% |
| YTD | +116.8% | -0.3% | +117.2% | +120.1% |
| 1Y | +104.3% | -10.4% | +114.8% | +105.6% |
| 3Y | +91.5% | +21.3% | +70.2% | +97.0% |
| 5Y | +214.1% | +12.9% | +201.2% | +236.9% |
| All | +214.1% | +14.0% | +200.0% | +236.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling