+904.2%
WULF vs OVV
+162.8%
+741.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +1.9% |
| 7D | +7.6% | +0.3% | +7.3% | +7.5% |
| 30D | -8.6% | +11.7% | -20.4% | -10.0% |
| 3M | -37.0% | +9.8% | -46.8% | -37.9% |
| 6M | +7.4% | +26.6% | -19.1% | +3.3% |
| YTD | +43.7% | +67.0% | -23.3% | +33.3% |
| 1Y | +86.1% | +55.9% | +30.2% | +73.5% |
| 3Y | +733.8% | +45.5% | +688.3% | +686.0% |
| 5Y | -33.6% | +157.3% | -190.9% | -40.2% |
| 10Y | +76.1% | +65.0% | +11.1% | +50.6% |
| All | +904.2% | +162.8% | +741.4% | +1,021.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling