+2.2%
SW vs OVV
+61.5%
-59.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.0% |
| 7D | -5.1% | +0.3% | -5.4% | -5.0% |
| 30D | -4.6% | +11.7% | -16.3% | -3.2% |
| 3M | +9.4% | +9.8% | -0.4% | +11.4% |
| 6M | +3.5% | +26.6% | -23.1% | +1.3% |
| YTD | +22.0% | +67.0% | -45.0% | +10.5% |
| 1Y | +2.2% | +55.9% | -53.7% | -8.0% |
| All | +2.2% | +61.5% | -59.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 1y: compounded portfolio wealth divided by compounded OVV 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…
1y analysis · Full analysis span regression · 6 months rolling