+56.5%
OVV vs GWW
+553.5%
-497.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.9% |
| 7D | -3.8% | -0.5% | -3.3% | -3.6% |
| 30D | +1.3% | -1.4% | +2.7% | +2.0% |
| 3M | +14.3% | -3.6% | +18.0% | +16.1% |
| 6M | +21.1% | +15.1% | +6.0% | +8.7% |
| YTD | +66.0% | +27.5% | +38.5% | +39.3% |
| 1Y | +59.3% | +29.6% | +29.7% | +31.4% |
| 3Y | +47.6% | +90.1% | -42.5% | -7.8% |
| 5Y | +162.0% | +222.6% | -60.6% | +8.9% |
| 10Y | +56.5% | +566.5% | -510.0% | -48.0% |
| All | +56.5% | +553.5% | -497.0% | -48.0% |
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