+42.5%
OVV vs NWSA
+159.6%
-117.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -10.7% | -10.5% | -0.2% | -4.9% |
| 30D | -5.3% | -8.8% | +3.5% | -0.7% |
| 3M | +2.4% | -6.5% | +8.9% | +5.3% |
| 6M | +5.7% | -1.3% | +7.0% | +3.0% |
| YTD | +56.8% | +2.5% | +54.3% | +45.7% |
| 1Y | +59.3% | +0.2% | +59.1% | +50.3% |
| 3Y | +49.0% | +27.6% | +21.4% | +14.2% |
| 5Y | +88.1% | +17.0% | +71.1% | +45.7% |
| 10Y | +42.5% | +148.3% | -105.8% | -38.2% |
| All | +42.5% | +159.6% | -117.1% | -38.2% |
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