+53.6%
OVV vs WETO
-99.4%
+153.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | -0.4% |
| 7D | -1.7% | -4.3% | +2.7% | -1.6% |
| 30D | +0.8% | -39.9% | +40.7% | -0.2% |
| 3M | +13.3% | -97.9% | +111.2% | +11.6% |
| 6M | +16.9% | -95.0% | +112.0% | +14.2% |
| YTD | +64.3% | -97.2% | +161.4% | +61.1% |
| 1Y | +54.2% | -98.9% | +153.1% | +52.7% |
| All | +53.6% | -99.4% | +153.0% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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