-73.9%
USO vs SHW
+2,482.7%
-2,556.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +9.5% | -3.2% | +12.7% | +9.8% |
| 30D | +23.6% | -9.5% | +33.1% | +24.7% |
| 3M | +3.8% | +11.5% | -7.6% | +1.9% |
| 6M | +55.0% | -3.5% | +58.6% | +54.3% |
| YTD | +105.3% | +3.7% | +101.5% | +101.8% |
| 1Y | +91.4% | -7.9% | +99.3% | +91.2% |
| 3Y | +84.6% | +24.7% | +59.9% | +72.8% |
| 5Y | +191.7% | +13.6% | +178.2% | +173.6% |
| 10Y | +73.3% | +283.0% | -209.7% | +24.1% |
| All | -73.9% | +2,482.7% | -2,556.6% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling