+214.1%
USO vs WAB
+224.0%
-9.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +2.9% |
| 7D | +6.2% | +0.2% | +6.0% | +6.2% |
| 30D | +19.1% | -4.6% | +23.7% | +19.7% |
| 3M | +14.2% | +5.6% | +8.6% | +13.0% |
| 6M | +43.7% | +13.8% | +29.9% | +39.6% |
| YTD | +116.8% | +31.9% | +85.0% | +102.2% |
| 1Y | +104.3% | +48.3% | +56.1% | +84.5% |
| 3Y | +91.5% | +167.1% | -75.6% | +43.0% |
| 5Y | +214.1% | +222.9% | -8.8% | +117.3% |
| All | +214.1% | +224.0% | -9.9% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling