+171.6%
OVV vs WST
+5,867.0%
-5,695.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +0.3% | +0.7% | -0.5% | 0.0% |
| 30D | +11.7% | -3.1% | +14.9% | +12.7% |
| 3M | +9.8% | +7.2% | +2.6% | +7.1% |
| 6M | +26.6% | +36.8% | -10.3% | +13.8% |
| YTD | +67.0% | +23.8% | +43.2% | +54.3% |
| 1Y | +55.9% | +37.8% | +18.2% | +38.8% |
| 3Y | +45.5% | -15.9% | +61.4% | +39.0% |
| 5Y | +157.3% | -25.8% | +183.2% | +147.5% |
| 10Y | +65.0% | +319.6% | -254.6% | -17.1% |
| All | +171.6% | +5,867.0% | -5,695.4% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling