+82.3%
USO vs SW
+185.4%
-103.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | -11.9% | +4.7% | -16.5% | -11.8% |
| 30D | +2.3% | +5.0% | -2.7% | +2.3% |
| 3M | +29.0% | -7.3% | +36.3% | +29.0% |
| 6M | +2.8% | +15.0% | -12.2% | +2.6% |
| YTD | +114.3% | +18.5% | +95.8% | +112.9% |
| 1Y | +108.7% | +27.1% | +81.5% | +106.6% |
| 3Y | +98.0% | +49.3% | +48.7% | +95.2% |
| 5Y | +162.1% | -1.6% | +163.7% | +159.8% |
| All | +82.3% | +185.4% | -103.0% | +68.2% |
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