+1.0%
WBD vs OVV
+160.2%
-159.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +8.8% | +11.7% | -3.0% | +5.1% |
| 3M | +4.6% | +9.8% | -5.2% | +1.2% |
| 6M | +1.1% | +26.6% | -25.5% | -7.1% |
| YTD | -2.0% | +67.0% | -69.0% | -18.0% |
| 1Y | +140.0% | +55.9% | +84.1% | +104.0% |
| 3Y | +144.4% | +45.5% | +98.9% | +106.4% |
| All | +1.0% | +160.2% | -159.1% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling