+171.6%
OVV vs WY
+128.4%
+43.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.2% |
| 7D | +0.3% | -1.7% | +2.0% | +1.3% |
| 30D | +11.7% | -10.1% | +21.8% | +18.5% |
| 3M | +9.8% | -5.1% | +14.9% | +11.8% |
| 6M | +26.6% | -4.8% | +31.3% | +26.7% |
| YTD | +67.0% | -0.2% | +67.3% | +61.7% |
| 1Y | +55.9% | -6.6% | +62.5% | +56.2% |
| 3Y | +45.5% | -22.7% | +68.2% | +59.8% |
| 5Y | +157.3% | -22.2% | +179.6% | +180.3% |
| 10Y | +65.0% | +7.3% | +57.7% | +61.9% |
| All | +171.6% | +128.4% | +43.3% | +63.4% |
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