-73.2%
USO vs SHW
+2,614.1%
-2,687.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.9% | +1.9% | -3.8% | -2.1% |
| 30D | -5.2% | +8.1% | -13.3% | -6.1% |
| 3M | +16.4% | -2.8% | +19.2% | +16.5% |
| 6M | +2.5% | +15.0% | -12.5% | +0.1% |
| YTD | +110.5% | +9.0% | +101.5% | +105.5% |
| 1Y | +108.4% | +4.5% | +103.9% | +104.7% |
| 3Y | +99.6% | +41.9% | +57.8% | +83.3% |
| 5Y | +160.1% | +10.7% | +149.3% | +146.3% |
| 10Y | +86.3% | +340.4% | -254.1% | +30.4% |
| All | -73.2% | +2,614.1% | -2,687.4% | -85.7% |
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 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