-73.2%
USO vs WPM
+1,602.1%
-1,675.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.6% | +7.0% | -3.5% | +2.2% |
| 30D | +23.8% | +15.7% | +8.0% | +20.0% |
| 3M | +8.1% | +35.2% | -27.2% | +1.0% |
| 6M | +34.3% | +6.1% | +28.2% | +29.5% |
| YTD | +111.1% | +32.6% | +78.6% | +92.8% |
| 1Y | +99.9% | +46.9% | +53.0% | +77.5% |
| 3Y | +86.5% | +276.3% | -189.8% | +32.7% |
| 5Y | +200.5% | +260.0% | -59.5% | +112.0% |
| 10Y | +66.5% | +508.5% | -442.0% | -3.9% |
| All | -73.2% | +1,602.1% | -1,675.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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