+183.8%
ITW vs OVV
+58.2%
+125.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.8% |
| 7D | -1.9% | -3.8% | +1.9% | -1.4% |
| 30D | -10.4% | +1.3% | -11.6% | -10.6% |
| 3M | +3.5% | +14.3% | -10.8% | +1.2% |
| 6M | -3.4% | +21.1% | -24.5% | -6.7% |
| YTD | +8.5% | +66.0% | -57.5% | -0.1% |
| 1Y | +3.2% | +59.3% | -56.1% | -4.7% |
| 3Y | +18.9% | +47.6% | -28.7% | +9.2% |
| 5Y | +35.0% | +162.0% | -126.9% | +10.4% |
| All | +183.8% | +58.2% | +125.6% | +92.8% |
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 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