+574.7%
WFC vs OVV
+146.7%
+427.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +1.2% | -16.7% | +17.9% | +5.9% |
| 30D | +5.2% | -1.5% | +6.7% | +5.3% |
| 3M | -3.0% | +1.6% | -4.6% | -4.0% |
| 6M | +6.2% | +2.0% | +4.2% | +4.4% |
| YTD | -7.9% | +56.8% | -64.7% | -19.9% |
| 1Y | +0.3% | +64.8% | -64.6% | -14.1% |
| 3Y | +117.7% | +38.3% | +79.5% | +90.5% |
| 5Y | +88.4% | +84.9% | +3.5% | +43.4% |
| 10Y | +147.3% | +54.5% | +92.7% | +40.4% |
| All | +574.7% | +146.7% | +427.9% | +203.7% |
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 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