+46.9%
VWO vs OWL
+27.7%
+19.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | +0.2% | -6.4% | +6.5% | +1.2% |
| 30D | +0.9% | -5.0% | +5.9% | +1.6% |
| 3M | +4.3% | +15.4% | -11.2% | +1.4% |
| 6M | +10.5% | +15.5% | -4.9% | +7.0% |
| YTD | +13.4% | -22.7% | +36.0% | +17.0% |
| 1Y | +18.6% | -34.1% | +52.6% | +25.2% |
| 3Y | +65.8% | +5.1% | +60.7% | +57.4% |
| 5Y | +35.2% | -11.5% | +46.7% | +25.7% |
| All | +46.9% | +27.7% | +19.1% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling