+156.7%
OVV vs WST
+6,788.6%
-6,632.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -1.7% |
| 7D | -14.9% | -5.8% | -9.1% | -13.4% |
| 30D | -0.9% | +5.3% | -6.3% | -2.5% |
| 3M | +5.6% | +11.8% | -6.2% | +2.0% |
| 6M | -2.5% | +26.7% | -29.2% | -9.7% |
| YTD | +57.8% | +43.0% | +14.8% | +39.7% |
| 1Y | +70.1% | +38.9% | +31.2% | +51.6% |
| 3Y | +35.1% | +18.2% | +17.0% | +15.5% |
| 5Y | +86.1% | -1.5% | +87.6% | +63.9% |
| 10Y | +55.5% | +439.0% | -383.4% | -27.7% |
| All | +156.7% | +6,788.6% | -6,632.0% | -42.0% |
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