+76.2%
USO vs W
+162.6%
-86.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.7% |
| 7D | +6.2% | +5.9% | +0.3% | +6.1% |
| 30D | +19.1% | -3.0% | +22.1% | +19.1% |
| 3M | +14.2% | +40.3% | -26.1% | +12.8% |
| 6M | +43.7% | +32.2% | +11.5% | +41.7% |
| YTD | +116.8% | -0.3% | +117.1% | +116.0% |
| 1Y | +104.3% | +16.2% | +88.2% | +101.4% |
| 3Y | +91.5% | +40.7% | +50.8% | +82.2% |
| 5Y | +214.1% | -62.3% | +276.4% | +210.6% |
| All | +76.2% | +162.6% | -86.5% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling