+26.6%
EW vs OWL
+22.6%
+4.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +6.5% | -2.1% | +8.6% | +6.8% |
| 30D | +22.5% | +11.6% | +10.9% | +19.8% |
| 3M | +13.0% | -13.8% | +26.8% | +15.6% |
| 6M | +37.1% | +7.8% | +29.3% | +34.2% |
| YTD | +24.1% | -25.8% | +49.9% | +29.4% |
| 1Y | +24.2% | -26.5% | +50.7% | +29.5% |
| 3Y | +64.8% | -9.6% | +74.4% | +57.6% |
| 5Y | -7.4% | -20.8% | +13.4% | -14.5% |
| All | +26.6% | +22.6% | +4.0% | +9.7% |
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 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