+82.7%
WULF vs USO
+86.2%
-3.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +3.9% |
| 7D | +1.4% | +9.1% | -7.7% | +0.5% |
| 30D | -2.6% | +21.7% | -24.3% | -4.5% |
| 3M | -34.0% | +20.2% | -54.2% | -35.4% |
| 6M | +10.0% | +43.4% | -33.4% | +2.8% |
| YTD | +45.7% | +124.0% | -78.3% | +25.4% |
| 1Y | +57.3% | +112.2% | -54.9% | +36.2% |
| 3Y | +878.9% | +97.7% | +781.3% | +752.2% |
| 5Y | -28.3% | +217.4% | -245.7% | -41.3% |
| All | +82.7% | +86.2% | -3.5% | +70.0% |
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