-73.8%
USO vs WST
+2,704.9%
-2,778.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.3% | -7.2% | -4.3% |
| 7D | -9.1% | +1.3% | -10.3% | -9.3% |
| 30D | -3.7% | +12.9% | -16.6% | -5.3% |
| 3M | +20.9% | +16.7% | +4.2% | +18.5% |
| 6M | +6.8% | +26.8% | -20.0% | +3.3% |
| YTD | +106.3% | +50.5% | +55.8% | +94.1% |
| 1Y | +100.2% | +52.9% | +47.3% | +87.8% |
| 3Y | +103.1% | +23.9% | +79.2% | +88.3% |
| 5Y | +146.1% | +1.0% | +145.1% | +131.1% |
| 10Y | +73.5% | +451.4% | -377.9% | +9.1% |
| All | -73.8% | +2,704.9% | -2,778.7% | -88.9% |
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