+45.1%
OVV vs WST
+446.4%
-401.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -7.3% | +1.4% | -8.6% | -7.6% |
| 30D | -3.6% | +12.7% | -16.3% | -6.2% |
| 3M | -2.6% | +17.2% | -19.8% | -6.1% |
| 6M | +7.6% | +26.7% | -19.1% | +1.4% |
| YTD | +59.6% | +50.3% | +9.3% | +43.5% |
| 1Y | +62.2% | +50.2% | +12.0% | +45.7% |
| 3Y | +49.6% | +21.7% | +27.9% | +31.2% |
| 5Y | +98.9% | +2.0% | +96.9% | +77.6% |
| 10Y | +45.1% | +451.1% | -406.0% | -30.0% |
| All | +45.1% | +446.4% | -401.2% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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