-12.8%
USO vs WING
+672.3%
-685.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -6.3% | +32.3% | -38.6% | -8.1% |
| 3M | +10.9% | +50.2% | -39.3% | +7.6% |
| 6M | +2.0% | +31.7% | -29.6% | -0.5% |
| YTD | +104.6% | -29.6% | +134.2% | +107.2% |
| 1Y | +94.5% | -29.7% | +124.3% | +96.8% |
| 3Y | +97.1% | -19.8% | +116.8% | +88.9% |
| 5Y | +151.6% | +3.1% | +148.6% | +127.8% |
| 10Y | +81.0% | +682.9% | -601.9% | -0.3% |
| All | -12.8% | +672.3% | -685.1% | -53.6% |
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