+82.7%
WULF vs OVV
+56.5%
+26.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +1.4% | -1.7% | +3.0% | +1.7% |
| 30D | -2.6% | +0.8% | -3.4% | -2.8% |
| 3M | -34.0% | +13.3% | -47.2% | -35.7% |
| 6M | +10.0% | +16.9% | -6.9% | +5.7% |
| YTD | +45.7% | +64.3% | -18.6% | +31.7% |
| 1Y | +57.3% | +54.2% | +3.1% | +43.0% |
| 3Y | +878.9% | +51.3% | +827.6% | +795.7% |
| 5Y | -28.3% | +154.3% | -182.6% | -37.3% |
| All | +82.7% | +56.5% | +26.1% | +48.1% |
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