+41.9%
SHW vs OWL
-12.9%
+54.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.6% |
| 30D | +8.1% | +13.4% | -5.4% | +5.8% |
| 3M | -2.8% | -21.2% | +18.5% | +1.2% |
| 6M | +15.0% | +4.0% | +11.0% | +14.1% |
| YTD | +9.0% | -29.0% | +38.0% | +15.1% |
| 1Y | +4.5% | -28.4% | +32.9% | +9.9% |
| 3Y | +41.9% | -14.5% | +56.4% | +36.7% |
| All | +41.9% | -12.9% | +54.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling