+48.2%
OVV vs WST
+441.1%
-393.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -16.7% | -3.1% | -13.6% | -16.1% |
| 30D | -1.5% | +9.1% | -10.6% | -3.4% |
| 3M | +1.6% | +14.7% | -13.1% | -1.6% |
| 6M | +2.0% | +28.0% | -26.0% | -4.1% |
| YTD | +56.8% | +45.6% | +11.2% | +42.0% |
| 1Y | +64.8% | +45.7% | +19.2% | +49.1% |
| 3Y | +38.3% | +21.1% | +17.2% | +20.9% |
| 5Y | +84.9% | +0.3% | +84.6% | +65.4% |
| All | +48.2% | +441.1% | -393.0% | -27.3% |
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