+97.7%
USO vs WTW
+61.9%
+35.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | +9.1% | -5.7% | +14.8% | +8.5% |
| 30D | +21.7% | -7.3% | +28.9% | +20.9% |
| 3M | +20.2% | +21.5% | -1.2% | +21.8% |
| 6M | +43.4% | +9.6% | +33.7% | +44.3% |
| YTD | +124.0% | -3.3% | +127.3% | +123.3% |
| 1Y | +112.2% | -6.1% | +118.3% | +111.0% |
| 3Y | +97.7% | +61.8% | +35.8% | +123.6% |
| All | +97.7% | +61.9% | +35.8% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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