+56.5%
OVV vs WSM
+997.3%
-940.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | -3.8% | +2.6% | -6.4% | -4.6% |
| 30D | +1.3% | -9.3% | +10.6% | +4.3% |
| 3M | +14.3% | +7.1% | +7.3% | +11.0% |
| 6M | +21.1% | +21.7% | -0.6% | +11.4% |
| YTD | +66.0% | +28.7% | +37.3% | +49.1% |
| 1Y | +59.3% | +13.9% | +45.4% | +48.4% |
| 3Y | +47.6% | +232.2% | -184.6% | -12.2% |
| 5Y | +162.0% | +176.4% | -14.4% | +58.0% |
| 10Y | +56.5% | +1,072.4% | -1,015.9% | -52.7% |
| All | +56.5% | +997.3% | -940.8% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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