+82.6%
USO vs SW
+182.7%
-100.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.1% |
| 7D | -12.1% | +2.3% | -14.4% | -12.1% |
| 30D | +3.1% | +6.8% | -3.7% | +3.2% |
| 3M | +24.9% | -5.2% | +30.0% | +24.8% |
| 6M | +10.8% | +7.4% | +3.4% | +10.7% |
| YTD | +114.6% | +17.4% | +97.2% | +113.2% |
| 1Y | +109.4% | +27.1% | +82.3% | +107.3% |
| 3Y | +98.1% | +47.9% | +50.3% | +95.3% |
| 5Y | +162.4% | -2.6% | +165.0% | +160.1% |
| All | +82.6% | +182.7% | -100.1% | +68.4% |
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