+129.7%
WMT vs OVV
+153.1%
-23.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | +0.1% | -3.7% | +3.8% | +0.3% |
| 30D | -5.0% | +8.0% | -12.9% | -5.4% |
| 3M | -11.3% | +11.3% | -22.6% | -11.9% |
| 6M | -13.8% | +24.0% | -37.8% | -15.1% |
| YTD | -4.2% | +65.3% | -69.5% | -7.5% |
| 1Y | +4.6% | +60.2% | -55.6% | +1.0% |
| 3Y | +100.5% | +46.9% | +53.5% | +92.3% |
| 5Y | +129.7% | +158.7% | -29.0% | +115.2% |
| All | +129.7% | +153.1% | -23.4% | +115.2% |
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 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