-73.2%
USO vs WCC
+385.2%
-458.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | -1.9% | +9.9% | -11.9% | -4.2% |
| 30D | -5.2% | -8.4% | +3.3% | -3.8% |
| 3M | +16.4% | -10.3% | +26.8% | +18.1% |
| 6M | +2.5% | -10.5% | +13.0% | +2.8% |
| YTD | +110.5% | +32.2% | +78.3% | +86.8% |
| 1Y | +108.4% | +25.5% | +82.9% | +87.2% |
| 3Y | +99.6% | +134.7% | -35.0% | +41.3% |
| 5Y | +160.1% | +139.9% | +20.1% | +70.9% |
| 10Y | +86.3% | +433.5% | -347.2% | -15.8% |
| All | -73.2% | +385.2% | -458.5% | -90.8% |
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