+7.6%
EW vs OWL
+38.2%
-30.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.3% | -2.2% | +1.9% | 0.0% |
| 30D | +1.0% | +3.7% | -2.6% | +0.2% |
| 3M | +2.8% | +17.5% | -14.7% | -0.6% |
| 6M | +5.5% | +18.5% | -13.1% | +1.4% |
| YTD | +5.5% | -16.3% | +21.8% | +7.8% |
| 1Y | +11.0% | -29.7% | +40.8% | +16.9% |
| 3Y | +17.7% | +14.2% | +3.5% | +7.2% |
| 5Y | -25.7% | +2.5% | -28.2% | -33.4% |
| All | +7.6% | +38.2% | -30.6% | -8.5% |
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