+97.7%
USO vs WSM
+230.1%
-132.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.1% |
| 7D | +9.1% | -0.5% | +9.6% | +9.1% |
| 30D | +21.7% | -7.7% | +29.4% | +21.3% |
| 3M | +20.2% | +3.8% | +16.5% | +20.4% |
| 6M | +43.4% | +22.7% | +20.7% | +43.7% |
| YTD | +124.0% | +28.0% | +96.0% | +123.2% |
| 1Y | +112.2% | +12.7% | +99.5% | +113.3% |
| 3Y | +97.7% | +231.3% | -133.6% | +81.9% |
| All | +97.7% | +230.1% | -132.4% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling