+159.6%
OVV vs WSM
+3,494.6%
-3,335.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.9% | +1.8% |
| 7D | -7.3% | +3.1% | -10.4% | -8.2% |
| 30D | -3.6% | +8.5% | -12.1% | -6.0% |
| 3M | -2.6% | +4.6% | -7.2% | -4.4% |
| 6M | +7.6% | +44.5% | -37.0% | -4.1% |
| YTD | +59.6% | +48.4% | +11.2% | +39.8% |
| 1Y | +62.2% | +36.2% | +26.0% | +45.2% |
| 3Y | +49.6% | +268.8% | -219.2% | -3.3% |
| 5Y | +98.9% | +185.2% | -86.3% | +33.0% |
| 10Y | +45.1% | +1,175.8% | -1,130.7% | -37.6% |
| All | +159.6% | +3,494.6% | -3,335.0% | -33.5% |
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