+82.0%
USO vs WY
+7.6%
+74.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +9.1% | -4.2% | +13.3% | +10.0% |
| 30D | +21.7% | -10.1% | +31.8% | +24.3% |
| 3M | +20.2% | -8.5% | +28.7% | +21.9% |
| 6M | +43.4% | -3.3% | +46.7% | +42.6% |
| YTD | +124.0% | -4.4% | +128.4% | +122.7% |
| 1Y | +112.2% | -11.5% | +123.7% | +114.7% |
| 3Y | +97.7% | -24.3% | +122.0% | +104.3% |
| 5Y | +217.4% | -21.3% | +238.7% | +217.3% |
| All | +82.0% | +7.6% | +74.4% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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