+106.0%
OVV vs WST
+1.0%
+105.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.6% |
| 7D | +8.0% | +4.2% | +3.8% | +7.3% |
| 30D | -2.0% | +11.2% | -13.3% | -3.7% |
| 3M | +5.4% | +20.4% | -14.9% | +2.3% |
| 6M | +14.3% | +37.9% | -23.6% | +8.0% |
| YTD | +69.4% | +51.8% | +17.6% | +56.6% |
| 1Y | +72.4% | +56.6% | +15.7% | +58.3% |
| 3Y | +58.4% | +24.2% | +34.2% | +41.8% |
| All | +106.0% | +1.0% | +105.0% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling