+142.7%
WFC vs USO
+90.4%
+52.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.9% | -1.1% |
| 7D | +0.3% | +11.5% | -11.2% | -1.4% |
| 30D | +2.3% | +24.1% | -21.8% | -1.2% |
| 3M | +9.8% | +17.9% | -8.2% | +6.3% |
| 6M | +15.6% | +49.6% | -34.1% | +5.8% |
| YTD | -2.4% | +129.0% | -131.4% | -18.2% |
| 1Y | +13.8% | +112.0% | -98.2% | -3.2% |
| 3Y | +134.6% | +102.3% | +32.4% | +97.9% |
| 5Y | +127.9% | +224.5% | -96.6% | +66.9% |
| All | +142.7% | +90.4% | +52.3% | +93.6% |
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