+171.6%
OVV vs WSM
+3,016.1%
-2,844.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.3% |
| 7D | +0.3% | -3.3% | +3.5% | +1.1% |
| 30D | +11.7% | -8.4% | +20.1% | +14.3% |
| 3M | +9.8% | +9.7% | +0.1% | +6.3% |
| 6M | +26.6% | +16.7% | +9.9% | +19.4% |
| YTD | +67.0% | +28.7% | +38.3% | +52.8% |
| 1Y | +55.9% | +13.7% | +42.3% | +47.0% |
| 3Y | +45.5% | +230.1% | -184.6% | -2.8% |
| 5Y | +157.3% | +179.0% | -21.6% | +73.2% |
| 10Y | +65.0% | +1,002.5% | -937.5% | -25.9% |
| All | +171.6% | +3,016.1% | -2,844.4% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling