-4.6%
OVV vs NWSA
+127.4%
-132.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.5% |
| 7D | +0.3% | -1.9% | +2.1% | +1.5% |
| 30D | +11.7% | +4.6% | +7.2% | +8.3% |
| 3M | +9.8% | +13.2% | -3.4% | -0.3% |
| 6M | +26.6% | +27.0% | -0.4% | +5.2% |
| YTD | +67.0% | +16.8% | +50.2% | +45.2% |
| 1Y | +55.9% | +4.5% | +51.4% | +45.1% |
| 3Y | +45.5% | +46.2% | -0.7% | +4.9% |
| 5Y | +157.3% | +40.9% | +116.4% | +80.8% |
| 10Y | +65.0% | +145.1% | -80.1% | -20.4% |
| All | -4.6% | +127.4% | -132.1% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling