-10.2%
USO vs WING
+637.4%
-647.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.9% | -2.5% | +0.6% | -1.8% |
| 30D | -5.2% | +29.5% | -34.7% | -6.9% |
| 3M | +16.4% | +40.2% | -23.7% | +13.5% |
| 6M | +2.5% | +32.7% | -30.2% | -0.2% |
| YTD | +110.5% | -32.8% | +143.3% | +113.8% |
| 1Y | +108.4% | -31.7% | +140.1% | +111.0% |
| 3Y | +99.6% | -24.7% | +124.4% | +92.2% |
| 5Y | +160.1% | -0.5% | +160.5% | +135.5% |
| 10Y | +86.3% | +647.5% | -561.2% | +2.9% |
| All | -10.2% | +637.4% | -647.6% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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