+944.4%
WULF vs OVV
+52.0%
+892.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -1.0% | +9.2% | +8.7% |
| 7D | +21.9% | -3.7% | +25.6% | +23.9% |
| 30D | +4.6% | +8.0% | -3.4% | +0.2% |
| 3M | -30.9% | +11.3% | -42.2% | -35.7% |
| 6M | +29.9% | +24.0% | +5.9% | +10.2% |
| YTD | +55.4% | +65.3% | -9.9% | +8.8% |
| 1Y | +94.1% | +60.2% | +34.0% | +35.5% |
| All | +944.4% | +52.0% | +892.4% | +619.8% |
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