+3.1%
EW vs OWL
+27.7%
-24.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | 0.0% |
| 7D | -5.1% | -6.4% | +1.3% | -4.0% |
| 30D | -6.4% | -5.0% | -1.4% | -5.6% |
| 3M | -1.6% | +15.4% | -17.0% | -4.5% |
| 6M | +2.3% | +15.5% | -13.2% | -1.3% |
| YTD | +1.1% | -22.7% | +23.8% | +4.9% |
| 1Y | +8.0% | -34.1% | +42.1% | +15.0% |
| 3Y | +16.3% | +5.1% | +11.3% | +7.7% |
| 5Y | -29.4% | -11.5% | -17.9% | -35.5% |
| All | +3.1% | +27.7% | -24.6% | -11.0% |
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