+1,222.8%
WULF vs OVV
+54.1%
+1,168.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.0% | +3.3% | +5.1% |
| 7D | +14.2% | +1.2% | +13.0% | +13.8% |
| 30D | -0.1% | -2.5% | +2.5% | +0.7% |
| 3M | -20.2% | +0.5% | -20.7% | -21.5% |
| 6M | -42.8% | +8.5% | -51.3% | -46.7% |
| YTD | +16.3% | +64.5% | -48.2% | -19.0% |
| 1Y | +8.0% | +64.7% | -56.7% | -25.4% |
| All | +1,222.8% | +54.1% | +1,168.7% | +796.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling