+151.2%
USO vs SW
+2.5%
+148.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -10.6% | +2.2% | -12.7% | -10.4% |
| 30D | -4.6% | +7.4% | -12.0% | -4.2% |
| 3M | +12.3% | -5.9% | +18.3% | +12.2% |
| 6M | +5.9% | +9.0% | -3.1% | +6.3% |
| YTD | +104.5% | +18.1% | +86.4% | +104.6% |
| 1Y | +97.3% | +28.7% | +68.7% | +96.7% |
| 3Y | +97.0% | +48.8% | +48.3% | +98.0% |
| 5Y | +151.2% | +2.5% | +148.7% | +149.7% |
| All | +151.2% | +2.5% | +148.7% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling