+54.8%
OVV vs GWW
+665.1%
-610.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.6% |
| 7D | +6.5% | +3.7% | +2.8% | +4.3% |
| 30D | -2.7% | +13.6% | -16.2% | -10.4% |
| 3M | +3.1% | +15.4% | -12.2% | -6.1% |
| 6M | +12.8% | +21.8% | -9.0% | -1.4% |
| YTD | +68.1% | +50.0% | +18.1% | +27.1% |
| 1Y | +73.6% | +60.2% | +13.4% | +25.3% |
| 3Y | +57.6% | +94.4% | -36.8% | -2.3% |
| 5Y | +104.5% | +221.8% | -117.3% | -13.7% |
| All | +54.8% | +665.1% | -610.3% | -53.8% |
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