+84.4%
USO vs W
+212.4%
-128.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | -5.2% | +6.8% | -12.0% | -5.4% |
| 3M | +16.4% | +10.7% | +5.8% | +16.1% |
| 6M | +2.5% | +86.3% | -83.9% | +0.2% |
| YTD | +110.5% | +11.5% | +99.0% | +109.0% |
| 1Y | +108.4% | +5.1% | +103.3% | +107.4% |
| 3Y | +99.6% | +171.0% | -71.3% | +85.2% |
| 5Y | +160.1% | -56.6% | +216.7% | +156.3% |
| All | +84.4% | +212.4% | -128.0% | +47.5% |
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