+99.6%
USO vs WAT
+82.3%
+17.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.4% |
| 7D | -1.9% | +0.6% | -2.5% | -1.8% |
| 30D | -5.2% | +5.4% | -10.6% | -4.6% |
| 3M | +16.4% | +11.3% | +5.1% | +18.0% |
| 6M | +2.5% | +37.4% | -34.9% | +6.1% |
| YTD | +110.5% | +21.2% | +89.3% | +120.2% |
| 1Y | +108.4% | +21.3% | +87.1% | +118.0% |
| 3Y | +99.6% | +83.4% | +16.3% | +117.3% |
| All | +99.6% | +82.3% | +17.3% | +117.3% |
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