+112.4%
WFC vs USO
+87.0%
+25.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | +2.5% | -1.9% | +4.4% | +2.8% |
| 30D | +7.0% | -5.2% | +12.2% | +7.6% |
| 3M | -1.8% | +16.4% | -18.2% | -4.6% |
| 6M | +18.4% | +2.5% | +15.9% | +16.6% |
| YTD | -5.6% | +110.5% | -116.1% | -20.2% |
| 1Y | +3.9% | +108.4% | -104.5% | -12.0% |
| 3Y | +126.3% | +99.6% | +26.7% | +89.9% |
| 5Y | +91.1% | +160.1% | -68.9% | +45.5% |
| All | +112.4% | +87.0% | +25.4% | +73.9% |
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