-83.7%
USO vs SW
+755.0%
-838.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +9.5% | -5.1% | +14.5% | +9.5% |
| 30D | +23.6% | -4.6% | +28.2% | +23.6% |
| 3M | +3.8% | +9.4% | -5.6% | +3.6% |
| 6M | +55.0% | +3.5% | +51.5% | +54.9% |
| YTD | +105.3% | +22.0% | +83.2% | +104.1% |
| 1Y | +91.4% | +2.2% | +89.2% | +91.1% |
| 3Y | +84.6% | +19.6% | +65.0% | +83.1% |
| 5Y | +191.7% | -2.3% | +194.1% | +189.3% |
| 10Y | +73.3% | +181.4% | -108.1% | +66.9% |
| All | -83.7% | +755.0% | -838.7% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling