-39.2%
OWL vs VSH
+119.5%
-158.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.1% | -4.9% | +0.2% |
| 7D | -10.1% | +4.8% | -14.9% | -10.8% |
| 30D | -11.9% | -0.7% | -11.2% | -12.0% |
| 3M | +10.7% | -43.1% | +53.8% | +20.0% |
| 6M | +22.1% | +91.8% | -69.7% | -8.7% |
| YTD | -24.8% | +131.6% | -156.4% | -48.5% |
| 1Y | -39.2% | +118.1% | -157.3% | -58.3% |
| All | -39.2% | +119.5% | -158.7% | -58.3% |
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