-74.0%
USO vs WMB
+806.8%
-880.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.5% |
| 7D | -10.6% | -6.9% | -3.7% | -8.0% |
| 30D | -4.6% | -7.2% | +2.6% | -1.9% |
| 3M | +12.3% | -5.4% | +17.8% | +14.2% |
| 6M | +5.9% | -4.9% | +10.8% | +7.4% |
| YTD | +104.5% | +14.7% | +89.8% | +91.5% |
| 1Y | +97.3% | +14.7% | +82.6% | +84.7% |
| 3Y | +97.0% | +116.4% | -19.3% | +39.1% |
| 5Y | +151.2% | +198.5% | -47.4% | +56.1% |
| 10Y | +76.1% | +266.3% | -190.2% | -4.0% |
| All | -74.0% | +806.8% | -880.8% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling