+1,188.5%
WDC vs USO
+86.2%
+1,102.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.6% |
| 7D | -4.3% | +9.1% | -13.4% | -5.9% |
| 30D | -1.5% | +21.7% | -23.2% | -5.1% |
| 3M | -15.5% | +20.2% | -35.7% | -18.8% |
| 6M | +66.5% | +43.4% | +23.1% | +51.1% |
| YTD | +159.9% | +124.0% | +35.9% | +110.4% |
| 1Y | +366.0% | +112.2% | +253.8% | +281.4% |
| 3Y | +1,285.8% | +97.7% | +1,188.2% | +1,034.3% |
| 5Y | +925.6% | +217.4% | +708.1% | +605.9% |
| All | +1,188.5% | +86.2% | +1,102.4% | +932.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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