+86.5%
USO vs W
+44.2%
+42.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.9% |
| 7D | +3.6% | +6.5% | -2.9% | +3.9% |
| 30D | +23.8% | -6.2% | +30.0% | +23.4% |
| 3M | +8.1% | +48.9% | -40.8% | +10.1% |
| 6M | +34.3% | +31.2% | +3.1% | +37.0% |
| YTD | +111.1% | -0.4% | +111.6% | +117.0% |
| 1Y | +99.9% | +14.8% | +85.1% | +103.7% |
| 3Y | +86.5% | +40.5% | +46.0% | +73.2% |
| All | +86.5% | +44.2% | +42.3% | +73.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling