+132.1%
WFC vs OVV
+54.2%
+78.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | +1.1% | -3.7% | +4.8% | +1.9% |
| 30D | +0.8% | +8.0% | -7.2% | -1.1% |
| 3M | +9.3% | +11.3% | -2.0% | +6.1% |
| 6M | +10.6% | +24.0% | -13.4% | +4.0% |
| YTD | -4.1% | +65.3% | -69.4% | -16.0% |
| 1Y | +13.6% | +60.2% | -46.6% | -0.3% |
| 3Y | +130.7% | +46.9% | +83.8% | +102.3% |
| 5Y | +126.7% | +158.7% | -32.0% | +64.9% |
| 10Y | +132.1% | +50.8% | +81.3% | +24.9% |
| All | +132.1% | +54.2% | +78.0% | +24.9% |
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