+195.5%
USO vs SW
-2.3%
+197.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | 0.0% |
| 7D | +9.5% | -5.1% | +14.5% | +9.2% |
| 30D | +23.6% | -4.6% | +28.2% | +23.4% |
| 3M | +3.8% | +9.4% | -5.6% | +4.2% |
| 6M | +55.0% | +3.5% | +51.5% | +56.3% |
| YTD | +105.3% | +22.0% | +83.2% | +105.4% |
| 1Y | +91.4% | +2.2% | +89.2% | +92.6% |
| 3Y | +84.6% | +19.6% | +65.0% | +85.3% |
| All | +195.5% | -2.3% | +197.8% | +199.1% |
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