-12.4%
EW vs OWL
-20.6%
+8.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.4% |
| 7D | +9.3% | -1.2% | +10.4% | +9.4% |
| 30D | +22.1% | +7.6% | +14.5% | +20.0% |
| 3M | +13.0% | -10.7% | +23.7% | +15.1% |
| 6M | +30.1% | +0.9% | +29.2% | +28.7% |
| YTD | +22.0% | -27.3% | +49.3% | +28.5% |
| 1Y | +23.7% | -27.2% | +50.9% | +30.0% |
| 3Y | +62.0% | -11.4% | +73.4% | +51.6% |
| 5Y | -12.4% | -20.0% | +7.5% | -18.8% |
| All | -12.4% | -20.6% | +8.1% | -18.8% |
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