+62.3%
OVV vs WST
+321.8%
-259.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +0.3% | +0.7% | -0.5% | +0.1% |
| 30D | +11.7% | -3.1% | +14.9% | +12.5% |
| 3M | +9.8% | +7.2% | +2.6% | +7.7% |
| 6M | +26.6% | +36.8% | -10.3% | +16.5% |
| YTD | +67.0% | +23.8% | +43.2% | +57.1% |
| 1Y | +55.9% | +37.8% | +18.2% | +42.5% |
| 3Y | +45.5% | -15.9% | +61.4% | +41.7% |
| 5Y | +157.3% | -25.8% | +183.2% | +150.0% |
| All | +62.3% | +321.8% | -259.5% | -17.8% |
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