+220.9%
EWT vs OWL
+27.7%
+193.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.9% |
| 7D | +2.1% | -6.4% | +8.5% | +3.6% |
| 30D | +9.4% | -5.0% | +14.4% | +10.4% |
| 3M | +10.9% | +15.4% | -4.5% | +7.0% |
| 6M | +57.9% | +15.5% | +42.5% | +51.6% |
| YTD | +75.9% | -22.7% | +98.6% | +83.4% |
| 1Y | +89.7% | -34.1% | +123.8% | +103.7% |
| 3Y | +200.9% | +5.1% | +195.8% | +189.7% |
| 5Y | +154.5% | -11.5% | +166.0% | +140.4% |
| All | +220.9% | +27.7% | +193.1% | +201.7% |
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