+160.9%
USO vs WM
+63.0%
+97.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.7% | +3.0% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -4.6% | +15.2% | -19.8% | -6.9% |
| 3M | +14.7% | +8.3% | +6.4% | +13.1% |
| 6M | +1.2% | +13.1% | -11.9% | -1.1% |
| YTD | +111.2% | +12.5% | +98.7% | +107.3% |
| 1Y | +109.3% | +21.8% | +87.5% | +103.8% |
| 3Y | +103.5% | +48.8% | +54.7% | +91.6% |
| 5Y | +160.9% | +62.1% | +98.9% | +149.8% |
| All | +160.9% | +63.0% | +97.9% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling