+126.1%
AWK vs OVV
+54.2%
+71.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | +2.2% | -3.7% | +5.9% | +2.2% |
| 30D | +4.4% | +8.0% | -3.5% | +4.3% |
| 3M | +15.4% | +11.3% | +4.1% | +15.1% |
| 6M | +3.5% | +24.0% | -20.5% | +3.0% |
| YTD | +9.8% | +65.3% | -55.5% | +8.7% |
| 1Y | +3.0% | +60.2% | -57.2% | +1.9% |
| 3Y | +9.7% | +46.9% | -37.3% | +8.4% |
| 5Y | -17.2% | +158.7% | -175.9% | -19.5% |
| 10Y | +126.1% | +50.8% | +75.2% | +96.2% |
| All | +126.1% | +54.2% | +71.9% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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