+4.0%
OWL vs VSH
-18.4%
+22.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -3.9% |
| 7D | +0.8% | +26.2% | -25.4% | -1.4% |
| 30D | +7.3% | -12.5% | +19.8% | +7.9% |
| 3M | -16.8% | -16.9% | +0.1% | -16.3% |
| 6M | +4.0% | -17.0% | +21.0% | +3.0% |
| All | +4.0% | -18.4% | +22.4% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling