-10.5%
OVV vs NWSA
+99.5%
-110.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.5% |
| 7D | -10.7% | -10.5% | -0.2% | -5.0% |
| 30D | -5.3% | -8.8% | +3.5% | -0.8% |
| 3M | +2.4% | -6.5% | +8.9% | +5.2% |
| 6M | +5.7% | -1.3% | +7.0% | +3.2% |
| YTD | +56.8% | +2.5% | +54.3% | +46.3% |
| 1Y | +59.3% | +0.2% | +59.1% | +50.8% |
| 3Y | +49.0% | +27.6% | +21.4% | +16.3% |
| 5Y | +88.1% | +17.0% | +71.1% | +48.3% |
| 10Y | +42.5% | +148.3% | -105.8% | -31.7% |
| All | -10.5% | +99.5% | -110.0% | -54.3% |
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