+86.1%
USO vs WWD
+490.2%
-404.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.9% |
| 7D | +11.5% | -2.9% | +14.3% | +12.1% |
| 30D | +24.1% | -6.6% | +30.7% | +25.7% |
| 3M | +17.9% | -9.3% | +27.2% | +19.2% |
| 6M | +49.6% | -13.6% | +63.2% | +50.6% |
| YTD | +129.0% | +10.4% | +118.6% | +114.1% |
| 1Y | +112.0% | +39.9% | +72.1% | +84.0% |
| 3Y | +102.3% | +165.0% | -62.8% | +40.9% |
| 5Y | +224.5% | +183.8% | +40.8% | +115.1% |
| All | +86.1% | +490.2% | -404.2% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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