+142.9%
WFC vs OVV
+50.1%
+92.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.2% | -16.7% | +17.9% | +5.4% |
| 30D | +5.2% | -1.5% | +6.7% | +5.2% |
| 3M | -3.0% | +1.6% | -4.6% | -3.9% |
| 6M | +6.2% | +2.0% | +4.2% | +4.6% |
| YTD | -7.9% | +56.8% | -64.7% | -18.8% |
| 1Y | +0.3% | +64.8% | -64.6% | -12.8% |
| 3Y | +117.7% | +38.3% | +79.5% | +92.9% |
| 5Y | +88.4% | +84.9% | +3.5% | +47.6% |
| All | +142.9% | +50.1% | +92.8% | +32.7% |
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