+125.7%
WULF vs USO
-72.5%
+198.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -4.3% |
| 7D | +15.6% | +6.2% | +9.3% | +15.0% |
| 30D | +5.7% | +19.1% | -13.4% | +4.1% |
| 3M | -32.3% | +14.2% | -46.5% | -33.3% |
| 6M | +23.7% | +43.7% | -20.1% | +17.1% |
| YTD | +49.1% | +116.8% | -67.8% | +33.5% |
| 1Y | +66.3% | +104.3% | -38.0% | +49.6% |
| 3Y | +851.7% | +91.5% | +760.1% | +760.1% |
| 5Y | -30.9% | +214.1% | -245.0% | -40.7% |
| 10Y | +86.9% | +77.0% | +9.9% | +66.5% |
| All | +125.7% | -72.5% | +198.3% | +121.5% |
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