+82.0%
USO vs WSM
+1,071.8%
-989.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.3% |
| 7D | +9.1% | -0.5% | +9.6% | +9.1% |
| 30D | +21.7% | -7.7% | +29.4% | +22.4% |
| 3M | +20.2% | +3.8% | +16.5% | +19.5% |
| 6M | +43.4% | +22.7% | +20.7% | +39.7% |
| YTD | +124.0% | +28.0% | +96.0% | +116.5% |
| 1Y | +112.2% | +12.7% | +99.5% | +107.8% |
| 3Y | +97.7% | +231.3% | -133.6% | +65.3% |
| 5Y | +217.4% | +177.2% | +40.2% | +165.7% |
| All | +82.0% | +1,071.8% | -989.8% | +10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling