+54.7%
OVV vs WTW
+198.0%
-143.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -1.7% | -5.7% | +4.1% | +1.4% |
| 30D | +0.8% | -7.3% | +8.0% | +4.7% |
| 3M | +13.3% | +21.5% | -8.2% | +0.7% |
| 6M | +16.9% | +9.6% | +7.3% | +8.6% |
| YTD | +64.3% | -3.3% | +67.5% | +62.2% |
| 1Y | +54.2% | -6.1% | +60.3% | +54.5% |
| 3Y | +51.3% | +61.8% | -10.5% | +1.8% |
| 5Y | +154.3% | +42.7% | +111.6% | +84.3% |
| All | +54.7% | +198.0% | -143.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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