+147.8%
SW vs OVV
+63.7%
+84.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.1% |
| 30D | -4.6% | +11.7% | -16.3% | -5.3% |
| 3M | +9.4% | +9.8% | -0.4% | +8.5% |
| 6M | +3.5% | +26.6% | -23.1% | +1.4% |
| YTD | +22.0% | +67.0% | -45.0% | +17.2% |
| 1Y | +2.2% | +55.9% | -53.7% | -1.5% |
| 3Y | +19.6% | +45.5% | -25.9% | +14.9% |
| 5Y | -2.3% | +157.3% | -159.7% | -8.7% |
| All | +147.8% | +63.7% | +84.1% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling