-10.5%
OVV vs NWSA
+98.2%
-108.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -16.7% | -9.4% | -7.3% | -12.2% |
| 30D | -1.5% | -7.8% | +6.3% | +2.4% |
| 3M | +1.6% | -10.8% | +12.3% | +7.6% |
| 6M | +2.0% | +1.1% | +1.0% | -2.1% |
| YTD | +56.8% | +1.8% | +55.0% | +47.0% |
| 1Y | +64.8% | +6.0% | +58.8% | +49.7% |
| 3Y | +38.3% | +24.6% | +13.7% | +9.8% |
| 5Y | +84.9% | +13.1% | +71.7% | +49.5% |
| 10Y | +54.5% | +148.5% | -94.0% | -26.0% |
| All | -10.5% | +98.2% | -108.6% | -54.1% |
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