-73.2%
USO vs WAT
+958.0%
-1,031.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -5.2% | +5.4% | -10.6% | -6.3% |
| 3M | +16.4% | +11.3% | +5.1% | +13.6% |
| 6M | +2.5% | +37.4% | -34.9% | -4.5% |
| YTD | +110.5% | +21.2% | +89.3% | +98.7% |
| 1Y | +108.4% | +21.3% | +87.1% | +96.5% |
| 3Y | +99.6% | +83.4% | +16.3% | +63.4% |
| 5Y | +160.1% | +29.0% | +131.1% | +127.8% |
| 10Y | +86.3% | +223.9% | -137.7% | +18.3% |
| All | -73.2% | +958.0% | -1,031.3% | -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