+42.5%
OVV vs GWW
+696.0%
-653.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -10.7% | +5.3% | -16.0% | -13.8% |
| 30D | -5.3% | +12.4% | -17.7% | -12.3% |
| 3M | +2.4% | +13.7% | -11.3% | -6.0% |
| 6M | +5.7% | +18.0% | -12.4% | -6.0% |
| YTD | +56.8% | +44.6% | +12.2% | +21.2% |
| 1Y | +59.3% | +53.1% | +6.2% | +18.2% |
| 3Y | +49.0% | +90.2% | -41.3% | -6.5% |
| 5Y | +88.1% | +215.0% | -126.9% | -19.5% |
| 10Y | +42.5% | +658.9% | -616.4% | -56.1% |
| All | +42.5% | +696.0% | -653.4% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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