-73.9%
USO vs WST
+2,208.4%
-2,282.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +9.5% | +0.7% | +8.7% | +9.3% |
| 30D | +23.6% | -3.1% | +26.7% | +24.1% |
| 3M | +3.8% | +7.2% | -3.4% | +2.7% |
| 6M | +55.0% | +36.8% | +18.2% | +47.9% |
| YTD | +105.3% | +23.8% | +81.4% | +98.1% |
| 1Y | +91.4% | +37.8% | +53.6% | +81.6% |
| 3Y | +84.6% | -15.9% | +100.5% | +81.6% |
| 5Y | +191.7% | -25.8% | +217.6% | +187.4% |
| 10Y | +73.3% | +319.6% | -246.3% | +13.5% |
| All | -73.9% | +2,208.4% | -2,282.3% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling