+91.4%
USO vs WSM
+19.9%
+71.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | +1.0% |
| 7D | +9.5% | -3.3% | +12.7% | +7.7% |
| 30D | +23.6% | -8.4% | +32.0% | +18.2% |
| 3M | +3.8% | +9.7% | -5.8% | +9.9% |
| 6M | +55.0% | +16.7% | +38.4% | +75.3% |
| YTD | +105.3% | +28.7% | +76.6% | +130.9% |
| 1Y | +91.4% | +13.7% | +77.7% | +116.9% |
| All | +91.4% | +19.9% | +71.5% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling