+103.1%
USO vs WST
+20.8%
+82.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -3.8% |
| 7D | -9.1% | +1.3% | -10.3% | -9.0% |
| 30D | -3.7% | +12.9% | -16.6% | -3.5% |
| 3M | +20.9% | +16.7% | +4.2% | +21.3% |
| 6M | +6.8% | +26.8% | -20.0% | +7.4% |
| YTD | +106.3% | +50.5% | +55.8% | +108.5% |
| 1Y | +100.2% | +52.9% | +47.3% | +102.3% |
| 3Y | +103.1% | +23.9% | +79.2% | +104.2% |
| All | +103.1% | +20.8% | +82.2% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling