+58.4%
OVV vs BWA
+150.8%
-92.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -3.4% |
| 7D | +0.3% | +5.7% | -5.4% | -3.1% |
| 30D | +11.7% | +1.4% | +10.3% | +10.2% |
| 3M | +9.8% | -12.1% | +21.9% | +17.0% |
| 6M | +26.6% | +28.6% | -2.0% | +2.9% |
| YTD | +67.0% | +51.1% | +15.9% | +17.5% |
| 1Y | +55.9% | +55.9% | +0.1% | +6.0% |
| 3Y | +45.5% | +70.1% | -24.6% | -12.5% |
| 5Y | +157.3% | +90.7% | +66.7% | +34.4% |
| All | +58.4% | +150.8% | -92.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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