+155.0%
OVV vs WY
+108.1%
+46.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | +1.1% |
| 7D | -16.7% | +3.1% | -19.8% | -18.7% |
| 30D | -1.5% | +13.0% | -14.5% | -9.1% |
| 3M | +1.6% | -16.8% | +18.4% | +11.4% |
| 6M | +2.0% | -11.2% | +13.2% | +6.2% |
| YTD | +56.8% | -9.1% | +65.9% | +58.3% |
| 1Y | +64.8% | -4.8% | +69.6% | +61.6% |
| 3Y | +38.3% | -25.3% | +63.5% | +53.1% |
| 5Y | +84.9% | -33.2% | +118.1% | +118.1% |
| 10Y | +54.5% | +6.6% | +47.9% | +51.6% |
| All | +155.0% | +108.1% | +46.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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