+102.1%
USO vs WCC
+121.8%
-19.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.2% | +8.8% | +5.4% |
| 7D | +11.5% | +1.7% | +9.8% | +11.6% |
| 30D | +24.1% | -6.1% | +30.2% | +23.8% |
| 3M | +17.9% | +3.1% | +14.8% | +18.4% |
| 6M | +49.6% | +28.2% | +21.4% | +50.6% |
| YTD | +129.0% | +41.1% | +87.9% | +128.5% |
| 1Y | +112.0% | +61.3% | +50.7% | +109.5% |
| All | +102.1% | +121.8% | -19.7% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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