-73.9%
USO vs WM
+949.0%
-1,022.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +9.5% | -0.3% | +9.8% | +9.6% |
| 30D | +23.6% | -2.4% | +25.9% | +24.5% |
| 3M | +3.8% | +0.4% | +3.4% | +3.4% |
| 6M | +55.0% | -9.5% | +64.5% | +59.8% |
| YTD | +105.3% | +0.5% | +104.8% | +104.7% |
| 1Y | +91.4% | -1.1% | +92.5% | +91.5% |
| 3Y | +84.6% | +46.0% | +38.5% | +60.6% |
| 5Y | +191.7% | +51.8% | +139.9% | +147.4% |
| 10Y | +73.3% | +307.5% | -234.2% | +2.4% |
| All | -73.9% | +949.0% | -1,022.9% | -89.4% |
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