+428.1%
WMT vs USO
+86.2%
+341.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | 0.0% | +9.1% | -9.1% | -0.3% |
| 30D | -7.4% | +21.7% | -29.1% | -8.2% |
| 3M | -10.9% | +20.2% | -31.1% | -11.7% |
| 6M | -12.7% | +43.4% | -56.0% | -14.4% |
| YTD | -3.2% | +124.0% | -127.2% | -7.3% |
| 1Y | +5.3% | +112.2% | -106.9% | +1.1% |
| 3Y | +101.9% | +97.7% | +4.2% | +93.5% |
| 5Y | +134.6% | +217.4% | -82.9% | +117.4% |
| All | +428.1% | +86.2% | +341.9% | +407.8% |
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