+35.0%
EWZ vs OWL
+22.0%
+13.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +1.1% |
| 7D | +1.4% | -2.4% | +3.8% | +1.7% |
| 30D | -25.1% | +9.3% | -34.4% | -26.3% |
| 3M | -7.7% | -11.0% | +3.2% | -6.4% |
| 6M | -15.8% | +2.4% | -18.3% | -17.0% |
| YTD | +3.6% | -26.2% | +29.8% | +7.4% |
| 1Y | +5.5% | -27.4% | +32.9% | +9.5% |
| 3Y | +22.1% | -8.7% | +30.8% | +19.2% |
| 5Y | +58.3% | -19.3% | +77.7% | +50.4% |
| All | +35.0% | +22.0% | +13.0% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling