+130.7%
WFC vs USO
+86.9%
+43.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.2% |
| 7D | +1.1% | +3.6% | -2.5% | +1.1% |
| 30D | +0.8% | +23.8% | -23.0% | +0.9% |
| 3M | +9.3% | +8.1% | +1.2% | +9.6% |
| 6M | +10.6% | +34.3% | -23.6% | +9.3% |
| YTD | -4.1% | +111.1% | -115.2% | -9.4% |
| 1Y | +13.6% | +99.9% | -86.4% | +7.7% |
| 3Y | +130.7% | +86.5% | +44.2% | +116.6% |
| All | +130.7% | +86.9% | +43.9% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling