+105.8%
USO vs WETO
-99.4%
+205.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.4% | +3.2% | -2.2% |
| 7D | +9.1% | -4.3% | +13.4% | +9.1% |
| 30D | +21.7% | -39.9% | +61.6% | +20.6% |
| 3M | +20.2% | -97.9% | +118.1% | +15.9% |
| 6M | +43.4% | -95.0% | +138.4% | +42.1% |
| YTD | +124.0% | -97.2% | +221.1% | +121.8% |
| 1Y | +112.2% | -98.9% | +211.1% | +109.8% |
| All | +105.8% | -99.4% | +205.2% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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