+73.5%
USO vs SW
+183.3%
-109.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -3.9% |
| 7D | -9.1% | +1.8% | -10.9% | -9.0% |
| 30D | -3.7% | +7.0% | -10.8% | -3.7% |
| 3M | +20.9% | -7.6% | +28.6% | +20.9% |
| 6M | +6.8% | +8.5% | -1.8% | +6.6% |
| YTD | +106.3% | +17.7% | +88.6% | +104.9% |
| 1Y | +100.2% | +27.1% | +73.1% | +98.2% |
| 3Y | +103.1% | +48.2% | +54.9% | +100.2% |
| 5Y | +146.1% | -2.3% | +148.4% | +143.9% |
| 10Y | +73.5% | +183.3% | -109.9% | +58.5% |
| All | +73.5% | +183.3% | -109.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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