+26.7%
AWK vs OVV
+34.1%
-7.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +4.1% | -16.7% | +20.8% | +3.1% |
| 30D | +18.0% | -1.5% | +19.5% | +17.9% |
| 3M | +12.2% | +1.6% | +10.6% | +12.4% |
| 6M | +21.2% | +2.0% | +19.2% | +21.5% |
| YTD | +17.6% | +56.8% | -39.3% | +20.5% |
| 1Y | +19.2% | +64.8% | -45.6% | +22.6% |
| 3Y | +26.7% | +38.3% | -11.5% | +31.2% |
| All | +26.7% | +34.1% | -7.4% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling