+112.0%
USO vs WAB
+47.7%
+64.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +11.5% | -0.2% | +11.7% | +11.4% |
| 30D | +24.1% | -5.9% | +30.0% | +21.1% |
| 3M | +17.9% | +9.4% | +8.6% | +24.1% |
| 6M | +49.6% | +13.8% | +35.8% | +64.3% |
| YTD | +129.0% | +31.8% | +97.2% | +145.1% |
| 1Y | +112.0% | +48.5% | +63.5% | +127.2% |
| All | +112.0% | +47.7% | +64.3% | +127.2% |
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