+20.7%
ITW vs OVV
+65.7%
-45.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.4% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | +8.9% | -2.5% | +11.4% | +8.5% |
| 3M | -0.9% | +0.5% | -1.4% | -1.3% |
| 6M | +16.0% | +8.5% | +7.5% | +16.0% |
| YTD | +19.4% | +64.5% | -45.0% | +8.5% |
| 1Y | +20.7% | +64.7% | -44.0% | +9.3% |
| All | +20.7% | +65.7% | -45.0% | +9.3% |
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