-30.9%
WULF vs OVV
+162.0%
-192.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.4% | -4.5% | -4.3% |
| 7D | +15.6% | -3.8% | +19.4% | +17.3% |
| 30D | +5.7% | +1.3% | +4.5% | +4.9% |
| 3M | -32.3% | +14.3% | -46.6% | -37.0% |
| 6M | +23.7% | +21.1% | +2.6% | +10.1% |
| YTD | +49.1% | +66.0% | -16.9% | +14.3% |
| 1Y | +66.3% | +59.3% | +7.0% | +27.8% |
| 3Y | +851.7% | +47.6% | +804.1% | +649.7% |
| 5Y | -30.9% | +162.0% | -192.9% | -47.8% |
| All | -30.9% | +162.0% | -192.9% | -47.8% |
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 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