+386.4%
WFC vs USO
-74.0%
+460.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.8% | +9.5% | -5.7% | +1.5% |
| 30D | +1.5% | +23.6% | -22.1% | -3.8% |
| 3M | +10.9% | +3.8% | +7.0% | +8.6% |
| 6M | +8.4% | +55.0% | -46.6% | -6.4% |
| YTD | -1.9% | +105.3% | -107.1% | -21.6% |
| 1Y | +12.3% | +91.4% | -79.0% | -8.8% |
| 3Y | +132.3% | +84.6% | +47.8% | +85.8% |
| 5Y | +130.1% | +191.7% | -61.7% | +54.3% |
| 10Y | +134.4% | +73.3% | +61.1% | +66.4% |
| All | +386.4% | -74.0% | +460.4% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling