-74.0%
USO vs WM
+1,042.2%
-1,116.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -10.6% | +1.2% | -11.7% | -10.9% |
| 30D | -4.6% | +13.7% | -18.2% | -8.5% |
| 3M | +12.3% | +5.2% | +7.1% | +10.3% |
| 6M | +5.9% | +11.2% | -5.3% | +2.0% |
| YTD | +104.5% | +9.4% | +95.1% | +98.2% |
| 1Y | +97.3% | +20.4% | +76.9% | +85.6% |
| 3Y | +97.0% | +44.7% | +52.4% | +72.0% |
| 5Y | +151.2% | +58.5% | +92.7% | +110.1% |
| 10Y | +76.1% | +326.4% | -250.3% | +2.6% |
| All | -74.0% | +1,042.2% | -1,116.2% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling