+77.0%
USO vs WST
+325.7%
-248.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | +6.2% | -1.7% | +7.9% | +6.4% |
| 30D | +19.1% | -4.3% | +23.4% | +19.4% |
| 3M | +14.2% | +0.7% | +13.5% | +14.1% |
| 6M | +43.7% | +36.0% | +7.7% | +40.5% |
| YTD | +116.8% | +22.7% | +94.1% | +113.3% |
| 1Y | +104.3% | +34.1% | +70.2% | +99.5% |
| 3Y | +91.5% | -13.6% | +105.1% | +90.5% |
| 5Y | +214.1% | -26.0% | +240.1% | +214.4% |
| 10Y | +77.0% | +335.8% | -258.8% | +35.2% |
| All | +77.0% | +325.7% | -248.7% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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