-73.9%
USO vs WAT
+841.1%
-915.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +9.5% | -1.3% | +10.7% | +9.7% |
| 30D | +23.6% | +2.3% | +21.2% | +22.9% |
| 3M | +3.8% | +8.7% | -4.9% | +1.8% |
| 6M | +55.0% | +28.3% | +26.7% | +45.1% |
| YTD | +105.3% | +7.8% | +97.5% | +98.8% |
| 1Y | +91.4% | +36.6% | +54.8% | +74.6% |
| 3Y | +84.6% | +45.7% | +38.9% | +59.2% |
| 5Y | +191.7% | -3.3% | +195.0% | +175.1% |
| 10Y | +73.3% | +162.1% | -88.8% | +15.9% |
| All | -73.9% | +841.1% | -915.0% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling