+83.5%
OVV vs WSM
+168.7%
-85.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.2% |
| 7D | -16.7% | +0.5% | -17.2% | -16.9% |
| 30D | -1.5% | +6.0% | -7.5% | -3.2% |
| 3M | +1.6% | +3.2% | -1.6% | +0.3% |
| 6M | +2.0% | +37.1% | -35.1% | -6.9% |
| YTD | +56.8% | +44.2% | +12.6% | +39.6% |
| 1Y | +64.8% | +34.2% | +30.6% | +49.5% |
| 3Y | +38.3% | +249.3% | -211.0% | -10.9% |
| All | +83.5% | +168.7% | -85.2% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling