-70.9%
USO vs WTW
+429.4%
-500.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +11.5% | -7.8% | +19.3% | +13.5% |
| 30D | +24.1% | -7.9% | +32.0% | +26.4% |
| 3M | +17.9% | +19.9% | -2.0% | +12.2% |
| 6M | +49.6% | +9.8% | +39.8% | +44.9% |
| YTD | +129.0% | -3.3% | +132.3% | +127.9% |
| 1Y | +112.0% | -3.3% | +115.3% | +110.5% |
| 3Y | +102.3% | +61.5% | +40.7% | +72.1% |
| 5Y | +224.5% | +42.6% | +182.0% | +181.9% |
| 10Y | +86.9% | +197.1% | -110.1% | +28.3% |
| All | -70.9% | +429.4% | -500.3% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling