-73.9%
USO vs WMB
+889.6%
-963.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | +0.6% | +8.9% | +9.2% |
| 30D | +23.6% | +3.3% | +20.3% | +21.8% |
| 3M | +3.8% | +3.1% | +0.7% | +2.3% |
| 6M | +55.0% | -0.7% | +55.8% | +54.7% |
| YTD | +105.3% | +25.2% | +80.1% | +86.2% |
| 1Y | +91.4% | +32.9% | +58.5% | +68.7% |
| 3Y | +84.6% | +140.6% | -56.0% | +25.1% |
| 5Y | +191.7% | +273.5% | -81.7% | +66.4% |
| 10Y | +73.3% | +334.2% | -260.9% | -11.3% |
| All | -73.9% | +889.6% | -963.5% | -92.9% |
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 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