+1,042.6%
AWK vs OVV
-57.4%
+1,100.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.4% |
| 7D | +4.1% | -16.7% | +20.8% | +5.0% |
| 30D | +18.0% | -1.5% | +19.5% | +18.0% |
| 3M | +12.2% | +1.6% | +10.6% | +12.0% |
| 6M | +21.2% | +2.0% | +19.2% | +20.9% |
| YTD | +17.6% | +56.8% | -39.3% | +14.4% |
| 1Y | +19.2% | +64.8% | -45.6% | +15.7% |
| 3Y | +26.7% | +38.3% | -11.5% | +23.1% |
| 5Y | -1.3% | +84.9% | -86.2% | -7.3% |
| 10Y | +159.7% | +54.5% | +105.1% | +124.1% |
| All | +1,042.6% | -57.4% | +1,100.0% | +958.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling