-73.9%
USO vs WCC
+429.2%
-503.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.0% |
| 7D | +9.5% | +4.5% | +5.0% | +8.3% |
| 30D | +23.6% | -5.8% | +29.4% | +25.1% |
| 3M | +3.8% | -3.7% | +7.5% | +3.6% |
| 6M | +55.0% | +23.1% | +32.0% | +42.6% |
| YTD | +105.3% | +44.2% | +61.1% | +80.3% |
| 1Y | +91.4% | +62.1% | +29.3% | +61.8% |
| 3Y | +84.6% | +121.1% | -36.6% | +34.0% |
| 5Y | +191.7% | +214.0% | -22.2% | +78.8% |
| 10Y | +73.3% | +472.8% | -399.5% | -22.4% |
| All | -73.9% | +429.2% | -503.1% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling