+86.5%
USO vs WMB
+148.7%
-62.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.1% |
| 7D | +3.6% | +0.8% | +2.8% | +3.3% |
| 30D | +23.8% | +7.7% | +16.1% | +20.6% |
| 3M | +8.1% | +6.7% | +1.3% | +5.7% |
| 6M | +34.3% | +3.6% | +30.6% | +32.6% |
| YTD | +111.1% | +28.0% | +83.2% | +94.5% |
| 1Y | +99.9% | +37.6% | +62.3% | +79.2% |
| 3Y | +86.5% | +149.0% | -62.5% | +25.2% |
| All | +86.5% | +148.7% | -62.2% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling