+42.5%
OVV vs WAB
+305.5%
-262.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | -4.1% |
| 7D | -10.7% | +4.0% | -14.7% | -13.8% |
| 30D | -5.3% | +4.5% | -9.8% | -9.4% |
| 3M | +2.4% | +2.3% | +0.1% | -0.9% |
| 6M | +5.7% | +12.5% | -6.8% | -7.4% |
| YTD | +56.8% | +40.2% | +16.6% | +11.1% |
| 1Y | +59.3% | +45.2% | +14.1% | +9.0% |
| 3Y | +49.0% | +171.8% | -122.8% | -42.7% |
| 5Y | +88.1% | +217.6% | -129.5% | -38.0% |
| 10Y | +42.5% | +285.3% | -242.8% | -60.0% |
| All | +42.5% | +305.5% | -262.9% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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