+12.9%
SHW vs OWL
-6.9%
+19.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.0% |
| 7D | -3.2% | -6.4% | +3.2% | -1.8% |
| 30D | -11.4% | -5.0% | -6.4% | -10.5% |
| 3M | +3.5% | +15.4% | -11.9% | +0.1% |
| 6M | -3.4% | +15.5% | -18.8% | -7.2% |
| YTD | -0.3% | -22.7% | +22.3% | +4.5% |
| 1Y | -10.4% | -34.1% | +23.6% | -3.2% |
| 3Y | +21.3% | +5.1% | +16.2% | +11.1% |
| 5Y | +12.9% | -11.5% | +24.3% | -1.3% |
| All | +12.9% | -6.9% | +19.7% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling