+81.0%
USO vs WMB
+278.0%
-197.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.1% |
| 7D | -2.7% | +1.6% | -4.3% | -3.8% |
| 30D | -6.3% | -7.1% | +0.7% | -3.1% |
| 3M | +10.9% | -4.0% | +14.9% | +12.3% |
| 6M | +2.0% | -5.7% | +7.8% | +4.2% |
| YTD | +104.6% | +17.2% | +87.4% | +85.6% |
| 1Y | +94.5% | +17.2% | +77.3% | +76.3% |
| 3Y | +97.1% | +121.1% | -24.0% | +22.0% |
| 5Y | +151.6% | +197.2% | -45.5% | +32.8% |
| 10Y | +81.0% | +280.9% | -199.9% | -20.9% |
| All | +81.0% | +278.0% | -197.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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