+4.6%
OWL vs VSH
+35.1%
-30.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -6.4% | +3.5% | -9.9% | -7.3% |
| 30D | -5.0% | -4.4% | -0.6% | -4.1% |
| 3M | +15.4% | -45.8% | +61.2% | +34.4% |
| 6M | +15.5% | +90.1% | -74.7% | -18.8% |
| YTD | -22.7% | +120.3% | -143.0% | -49.3% |
| 1Y | -34.1% | +112.2% | -146.3% | -56.4% |
| All | +4.6% | +35.1% | -30.5% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling