-67.0%
USO vs WU
-21.6%
-45.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.5% |
| 7D | +3.6% | -0.8% | +4.4% | +3.7% |
| 30D | +23.8% | -1.1% | +24.9% | +23.9% |
| 3M | +8.1% | -1.8% | +9.9% | +6.8% |
| 6M | +34.3% | -23.9% | +58.2% | +41.2% |
| YTD | +111.1% | -20.4% | +131.6% | +118.8% |
| 1Y | +99.9% | -10.6% | +110.5% | +99.4% |
| 3Y | +86.5% | -27.7% | +114.2% | +92.3% |
| 5Y | +200.5% | -51.1% | +251.7% | +240.4% |
| 10Y | +66.5% | -40.7% | +107.3% | +73.7% |
| All | -67.0% | -21.6% | -45.4% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling