+200.5%
USO vs W
-63.0%
+263.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.3% | +2.9% |
| 7D | +3.6% | +6.5% | -2.9% | +3.7% |
| 30D | +23.8% | -6.2% | +30.0% | +23.7% |
| 3M | +8.1% | +48.9% | -40.8% | +8.3% |
| 6M | +34.3% | +31.2% | +3.1% | +34.7% |
| YTD | +111.1% | -0.4% | +111.6% | +113.0% |
| 1Y | +99.9% | +14.8% | +85.1% | +100.6% |
| 3Y | +86.5% | +40.5% | +46.0% | +81.9% |
| 5Y | +200.5% | -62.1% | +262.7% | +193.9% |
| All | +200.5% | -63.0% | +263.5% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling