+84.4%
USO vs WMB
+282.5%
-198.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.9% | +7.8% | -9.7% | -5.8% |
| 30D | -5.2% | -5.1% | -0.1% | -3.0% |
| 3M | +16.4% | -4.7% | +21.2% | +18.4% |
| 6M | +2.5% | -7.4% | +9.9% | +5.7% |
| YTD | +110.5% | +17.5% | +93.0% | +90.7% |
| 1Y | +108.4% | +19.5% | +88.9% | +87.0% |
| 3Y | +99.6% | +121.3% | -21.6% | +23.6% |
| 5Y | +160.1% | +200.5% | -40.5% | +36.5% |
| All | +84.4% | +282.5% | -198.1% | -19.4% |
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