+57.3%
WULF vs OVV
+54.4%
+2.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.6% |
| 7D | +1.4% | -1.7% | +3.0% | +1.0% |
| 30D | -2.6% | +0.8% | -3.4% | -2.5% |
| 3M | -34.0% | +13.3% | -47.2% | -31.8% |
| 6M | +10.0% | +16.9% | -6.9% | +13.0% |
| YTD | +45.7% | +64.3% | -18.6% | +48.9% |
| 1Y | +57.3% | +54.2% | +3.1% | +62.2% |
| All | +57.3% | +54.4% | +2.9% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling