+98.1%
USO vs WM
+47.1%
+51.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -12.1% | +1.2% | -13.3% | -12.3% |
| 30D | +3.1% | +13.1% | -9.9% | +0.9% |
| 3M | +24.9% | +3.6% | +21.2% | +24.0% |
| 6M | +10.8% | +8.1% | +2.7% | +9.1% |
| YTD | +114.6% | +8.9% | +105.7% | +112.5% |
| 1Y | +109.4% | +20.3% | +89.1% | +107.0% |
| 3Y | +98.1% | +46.2% | +52.0% | +119.8% |
| All | +98.1% | +47.1% | +51.0% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling