+97.9%
EWT vs OWL
-29.1%
+127.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.6% | +2.0% |
| 7D | +4.0% | -2.2% | +6.2% | +4.4% |
| 30D | +10.3% | +3.7% | +6.6% | +9.1% |
| 3M | +6.1% | +17.5% | -11.4% | +1.7% |
| 6M | +56.6% | +18.5% | +38.1% | +49.2% |
| YTD | +76.6% | -16.3% | +92.9% | +79.1% |
| 1Y | +97.9% | -29.7% | +127.6% | +103.0% |
| All | +97.9% | -29.1% | +127.0% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling