+642.9%
WDC vs USO
+87.0%
+555.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | +12.1% | -1.9% | +14.0% | +12.4% |
| 30D | -18.8% | -5.2% | -13.6% | -18.2% |
| 3M | -39.3% | +16.4% | -55.7% | -41.3% |
| 6M | -40.1% | +2.5% | -42.6% | -41.2% |
| YTD | +71.8% | +110.5% | -38.7% | +39.9% |
| 1Y | +88.5% | +108.4% | -19.9% | +53.7% |
| 3Y | +770.0% | +99.6% | +670.3% | +605.9% |
| 5Y | +549.0% | +160.1% | +389.0% | +366.8% |
| All | +642.9% | +87.0% | +555.8% | +512.8% |
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