+39.1%
OWL vs VSH
+79.4%
-40.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.2% |
| 7D | -3.9% | +6.2% | -10.1% | -6.0% |
| 30D | -3.7% | -11.1% | +7.5% | -0.2% |
| 3M | +21.4% | -44.9% | +66.3% | +44.2% |
| 6M | +18.3% | +90.0% | -71.6% | -19.6% |
| YTD | -20.1% | +118.8% | -138.9% | -49.5% |
| 1Y | -32.8% | +109.0% | -141.8% | -57.0% |
| 3Y | +8.6% | +35.6% | -27.1% | -19.8% |
| 5Y | -4.5% | +66.7% | -71.2% | -38.9% |
| All | +39.1% | +79.4% | -40.3% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling