+743.1%
SW vs OVV
-60.3%
+803.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.6% | +9.7% | +4.3% |
| 7D | +12.1% | -12.1% | +24.2% | +12.6% |
| 30D | +6.6% | +2.9% | +3.7% | +6.4% |
| 3M | -6.0% | +3.7% | -9.7% | -6.3% |
| 6M | +21.5% | +0.6% | +20.9% | +21.2% |
| YTD | +20.3% | +62.5% | -42.1% | +17.4% |
| 1Y | +28.1% | +72.0% | -43.9% | +24.6% |
| 3Y | +51.6% | +39.1% | +12.5% | +48.0% |
| 5Y | -0.1% | +98.5% | -98.6% | -3.6% |
| 10Y | +189.7% | +60.1% | +129.6% | +172.2% |
| All | +743.1% | -60.3% | +803.4% | +798.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling