+102.2%
USO vs WAB
+46.5%
+55.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.1% | -9.2% | -7.5% |
| 7D | -12.7% | +4.5% | -17.2% | -10.5% |
| 30D | +1.0% | +1.1% | -0.1% | +2.0% |
| 3M | +25.6% | -1.3% | +26.9% | +25.7% |
| 6M | -1.5% | +12.7% | -14.2% | +7.4% |
| YTD | +110.3% | +38.7% | +71.6% | +139.1% |
| 1Y | +102.2% | +44.9% | +57.2% | +132.5% |
| All | +102.2% | +46.5% | +55.6% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling