-26.6%
OWL vs VSH
+62.1%
-88.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.1% | +8.2% | +3.7% |
| 7D | +10.1% | -13.6% | +23.8% | +11.9% |
| 30D | +18.7% | -30.4% | +49.1% | +24.0% |
| 3M | -6.2% | -33.3% | +27.1% | -2.0% |
| 6M | +9.8% | -15.1% | +24.8% | +1.8% |
| YTD | -24.2% | +80.2% | -104.4% | -45.1% |
| 1Y | -26.6% | +63.4% | -89.9% | -44.6% |
| All | -26.6% | +62.1% | -88.6% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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