+42.1%
SHW vs OWL
+24.2%
+17.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.6% |
| 7D | -3.1% | -10.1% | +7.0% | -1.2% |
| 30D | -10.0% | -11.9% | +1.9% | -7.9% |
| 3M | +2.3% | +10.7% | -8.5% | +0.2% |
| 6M | +0.7% | +22.1% | -21.5% | -3.7% |
| YTD | +0.5% | -24.8% | +25.3% | +5.0% |
| 1Y | -11.5% | -39.2% | +27.7% | -4.1% |
| 3Y | +21.3% | +1.7% | +19.6% | +15.6% |
| 5Y | +12.5% | -15.5% | +28.0% | +4.1% |
| All | +42.1% | +24.2% | +17.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling