+224.5%
USO vs WSM
+171.2%
+53.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.6% |
| 7D | +11.5% | +0.4% | +11.0% | +11.5% |
| 30D | +24.1% | -10.7% | +34.8% | +24.1% |
| 3M | +17.9% | +8.5% | +9.5% | +17.7% |
| 6M | +49.6% | +19.6% | +30.0% | +48.8% |
| YTD | +129.0% | +26.6% | +102.4% | +126.4% |
| 1Y | +112.0% | +12.0% | +100.0% | +111.2% |
| 3Y | +102.3% | +226.6% | -124.4% | +86.1% |
| 5Y | +224.5% | +174.1% | +50.4% | +211.0% |
| All | +224.5% | +171.2% | +53.4% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling