+50.8%
OVV vs NWSA
+143.8%
-93.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.3% |
| 7D | -3.7% | -2.6% | -1.1% | -2.0% |
| 30D | +8.0% | +4.6% | +3.4% | +4.6% |
| 3M | +11.3% | +10.2% | +1.1% | +2.7% |
| 6M | +24.0% | +21.6% | +2.4% | +5.5% |
| YTD | +65.3% | +14.6% | +50.7% | +44.8% |
| 1Y | +60.2% | +0.4% | +59.8% | +53.2% |
| 3Y | +46.9% | +45.0% | +2.0% | +4.6% |
| 5Y | +158.7% | +41.3% | +117.4% | +76.8% |
| 10Y | +50.8% | +142.8% | -91.9% | -33.8% |
| All | +50.8% | +143.8% | -93.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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