+26.6%
EW vs OWL
+17.3%
+9.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.8% |
| 7D | +4.9% | +0.8% | +4.1% | +4.7% |
| 30D | +24.1% | +7.3% | +16.7% | +22.2% |
| 3M | +13.7% | -16.8% | +30.5% | +17.1% |
| 6M | +32.7% | +4.0% | +28.7% | +30.7% |
| YTD | +24.1% | -29.0% | +53.1% | +30.4% |
| 1Y | +23.6% | -29.7% | +53.3% | +29.9% |
| 3Y | +64.8% | -13.5% | +78.3% | +58.8% |
| 5Y | -8.8% | -21.5% | +12.7% | -15.2% |
| All | +26.6% | +17.3% | +9.3% | +10.6% |
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