+82.0%
USO vs WU
-39.1%
+121.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | +9.1% | -3.5% | +12.6% | +9.7% |
| 30D | +21.7% | -2.9% | +24.6% | +22.1% |
| 3M | +20.2% | -2.3% | +22.5% | +19.3% |
| 6M | +43.4% | -25.4% | +68.7% | +49.7% |
| YTD | +124.0% | -21.2% | +145.2% | +130.6% |
| 1Y | +112.2% | -8.9% | +121.1% | +110.4% |
| 3Y | +97.7% | -29.0% | +126.6% | +103.4% |
| 5Y | +217.4% | -50.7% | +268.2% | +258.4% |
| All | +82.0% | -39.1% | +121.1% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling