+146.1%
EWT vs OWL
-15.5%
+161.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.4% | -1.5% |
| 7D | -1.1% | -11.9% | +10.8% | +2.2% |
| 30D | +4.8% | -13.7% | +18.5% | +8.6% |
| 3M | +11.1% | +12.3% | -1.1% | +7.3% |
| 6M | +54.6% | +15.0% | +39.6% | +47.4% |
| YTD | +71.4% | -25.7% | +97.2% | +82.2% |
| 1Y | +82.1% | -39.5% | +121.6% | +103.2% |
| 3Y | +193.2% | +0.9% | +192.3% | +177.5% |
| 5Y | +146.1% | -16.5% | +162.6% | +129.1% |
| All | +146.1% | -15.5% | +161.6% | +129.1% |
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