+155.0%
OVV vs WAB
+4,072.5%
-3,917.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -1.7% |
| 7D | -16.7% | +1.4% | -18.1% | -17.5% |
| 30D | -1.5% | +0.4% | -1.9% | -2.2% |
| 3M | +1.6% | -3.8% | +5.4% | +3.0% |
| 6M | +2.0% | +5.1% | -3.0% | -2.8% |
| YTD | +56.8% | +33.3% | +23.5% | +28.7% |
| 1Y | +64.8% | +39.8% | +25.0% | +31.3% |
| 3Y | +38.3% | +161.1% | -122.8% | -23.0% |
| 5Y | +84.9% | +209.5% | -124.6% | -5.9% |
| 10Y | +54.5% | +293.8% | -239.3% | -23.2% |
| All | +155.0% | +4,072.5% | -3,917.5% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling