+82.0%
USO vs WCN
+235.9%
-153.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +9.1% | -3.1% | +12.2% | +9.9% |
| 30D | +21.7% | -3.4% | +25.1% | +22.6% |
| 3M | +20.2% | +3.0% | +17.3% | +19.2% |
| 6M | +43.4% | -3.8% | +47.1% | +44.3% |
| YTD | +124.0% | -8.3% | +132.3% | +127.6% |
| 1Y | +112.2% | -9.7% | +121.9% | +116.2% |
| 3Y | +97.7% | +17.2% | +80.5% | +85.8% |
| 5Y | +217.4% | +25.3% | +192.1% | +189.3% |
| All | +82.0% | +235.9% | -153.9% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling