+21.0%
ITW vs OVV
+47.2%
-26.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | -0.4% | -3.7% | +3.3% | +0.1% |
| 30D | -9.4% | +8.0% | -17.4% | -10.5% |
| 3M | +7.1% | +11.3% | -4.2% | +5.1% |
| 6M | -1.9% | +24.0% | -25.9% | -6.2% |
| YTD | +10.4% | +65.3% | -54.9% | -0.5% |
| 1Y | +3.3% | +60.2% | -56.9% | -6.7% |
| 3Y | +21.0% | +46.9% | -25.9% | +7.6% |
| All | +21.0% | +47.2% | -26.2% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling