+1,262.0%
ITW vs OVV
+164.5%
+1,097.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | +0.5% | +6.5% | -6.1% | -0.7% |
| 30D | +7.7% | -2.7% | +10.3% | +7.9% |
| 3M | -1.3% | +3.1% | -4.5% | -2.3% |
| 6M | +15.5% | +12.8% | +2.7% | +11.9% |
| YTD | +18.6% | +68.1% | -49.5% | +5.9% |
| 1Y | +19.8% | +73.6% | -53.8% | +6.2% |
| 3Y | +32.5% | +57.6% | -25.1% | +16.9% |
| 5Y | +35.3% | +104.5% | -69.2% | +8.0% |
| 10Y | +193.2% | +58.4% | +134.8% | +88.1% |
| All | +1,262.0% | +164.5% | +1,097.5% | +533.6% |
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 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