+45.1%
OVV vs WAT
+228.2%
-183.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -7.3% | +3.4% | -10.7% | -8.6% |
| 30D | -3.6% | +9.6% | -13.2% | -7.4% |
| 3M | -2.6% | +15.5% | -18.1% | -8.9% |
| 6M | +7.6% | +33.9% | -26.3% | -6.3% |
| YTD | +59.6% | +25.2% | +34.4% | +40.0% |
| 1Y | +62.2% | +26.3% | +35.9% | +41.4% |
| 3Y | +49.6% | +85.8% | -36.2% | -0.6% |
| 5Y | +98.9% | +35.3% | +63.6% | +53.4% |
| 10Y | +45.1% | +231.8% | -186.6% | -22.2% |
| All | +45.1% | +228.2% | -183.0% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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