+86.5%
USO vs WAT
+49.0%
+37.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.4% | +2.7% |
| 7D | +3.6% | -0.7% | +4.3% | +3.5% |
| 30D | +23.8% | -1.0% | +24.7% | +23.7% |
| 3M | +8.1% | +10.9% | -2.8% | +9.2% |
| 6M | +34.3% | +33.2% | +1.1% | +38.0% |
| YTD | +111.1% | +6.1% | +105.1% | +117.2% |
| 1Y | +99.9% | +30.2% | +69.7% | +104.7% |
| 3Y | +86.5% | +52.9% | +33.6% | +96.6% |
| All | +86.5% | +49.0% | +37.5% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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