+86.1%
USO vs W
+155.6%
-69.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.7% | +8.3% | +5.7% |
| 7D | +11.5% | +0.5% | +11.0% | +11.4% |
| 30D | +24.1% | -5.6% | +29.7% | +24.2% |
| 3M | +17.9% | +41.9% | -24.0% | +16.3% |
| 6M | +49.6% | +30.2% | +19.4% | +47.5% |
| YTD | +129.0% | -2.9% | +132.0% | +128.2% |
| 1Y | +112.0% | +11.6% | +100.4% | +109.2% |
| 3Y | +102.3% | +37.0% | +65.3% | +92.5% |
| 5Y | +224.5% | -62.8% | +287.4% | +220.8% |
| All | +86.1% | +155.6% | -69.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded W 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling