+3.6%
ITW vs OVV
+57.8%
-54.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.4% |
| 7D | -2.4% | -2.9% | +0.5% | -2.5% |
| 30D | -9.5% | +0.9% | -10.4% | -9.5% |
| 3M | +6.6% | +11.0% | -4.4% | +6.9% |
| 6M | -1.8% | +22.3% | -24.0% | -3.5% |
| YTD | +9.0% | +65.1% | -56.1% | +1.7% |
| 1Y | +3.6% | +53.1% | -49.6% | -4.2% |
| All | +3.6% | +57.8% | -54.3% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling