-73.2%
USO vs WWD
+2,229.8%
-2,303.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.9% | +4.0% | -5.9% | -2.9% |
| 30D | -5.2% | +0.4% | -5.6% | -5.7% |
| 3M | +16.4% | -7.9% | +24.4% | +18.0% |
| 6M | +2.5% | -10.6% | +13.1% | +3.3% |
| YTD | +110.5% | +9.4% | +101.1% | +96.6% |
| 1Y | +108.4% | +25.7% | +82.7% | +86.4% |
| 3Y | +99.6% | +148.5% | -48.9% | +43.5% |
| 5Y | +160.1% | +189.5% | -29.5% | +74.1% |
| 10Y | +86.3% | +451.8% | -365.5% | -1.7% |
| All | -73.2% | +2,229.8% | -2,303.0% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling