+84.4%
USO vs WM
+330.8%
-246.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.9% | +3.2% | -5.1% | -2.7% |
| 30D | -5.2% | +13.0% | -18.2% | -8.3% |
| 3M | +16.4% | +9.2% | +7.2% | +13.6% |
| 6M | +2.5% | +13.6% | -11.2% | -1.2% |
| YTD | +110.5% | +12.4% | +98.1% | +103.9% |
| 1Y | +108.4% | +21.2% | +87.2% | +98.2% |
| 3Y | +99.6% | +48.7% | +51.0% | +77.2% |
| 5Y | +160.1% | +61.9% | +98.2% | +122.8% |
| All | +84.4% | +330.8% | -246.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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