+33.8%
VWO vs OWL
-15.1%
+48.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | -1.8% | -10.1% | +8.4% | +0.2% |
| 30D | -0.1% | -11.9% | +11.8% | +2.2% |
| 3M | +2.2% | +10.7% | -8.5% | -0.3% |
| 6M | +8.8% | +22.1% | -13.4% | +3.5% |
| YTD | +12.4% | -24.8% | +37.2% | +17.4% |
| 1Y | +15.6% | -39.2% | +54.8% | +25.5% |
| 3Y | +62.5% | +1.7% | +60.8% | +50.8% |
| All | +33.8% | -15.1% | +48.9% | +22.5% |
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