+42.5%
OVV vs WST
+466.7%
-424.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.8% |
| 7D | -10.7% | +1.3% | -12.0% | -11.0% |
| 30D | -5.3% | +12.9% | -18.2% | -7.9% |
| 3M | +2.4% | +16.7% | -14.3% | -1.2% |
| 6M | +5.7% | +26.8% | -21.2% | -0.4% |
| YTD | +56.8% | +50.5% | +6.3% | +40.9% |
| 1Y | +59.3% | +52.9% | +6.4% | +42.5% |
| 3Y | +49.0% | +23.9% | +25.1% | +29.8% |
| 5Y | +88.1% | +1.0% | +87.1% | +68.6% |
| 10Y | +42.5% | +451.4% | -408.8% | -31.4% |
| All | +42.5% | +466.7% | -424.2% | -31.4% |
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