-14.8%
AWK vs OVV
+160.2%
-175.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +1.7% | +0.3% | +1.5% | +1.7% |
| 30D | +5.6% | +11.7% | -6.2% | +5.5% |
| 3M | +15.9% | +9.8% | +6.1% | +15.8% |
| 6M | +4.6% | +26.6% | -22.0% | +4.3% |
| YTD | +10.1% | +67.0% | -57.0% | +9.4% |
| 1Y | +2.1% | +55.9% | -53.8% | +1.6% |
| 3Y | +9.8% | +45.5% | -35.7% | +9.2% |
| All | -14.8% | +160.2% | -175.0% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling