+56.4%
IWM vs OWL
+17.3%
+39.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +1.5% | -0.1% | +0.9% |
| 30D | +2.3% | +13.4% | -11.2% | -1.7% |
| 3M | -8.3% | -21.2% | +12.9% | -2.1% |
| 6M | -1.3% | +4.0% | -5.3% | -3.8% |
| YTD | +13.5% | -29.0% | +42.5% | +23.1% |
| 1Y | +18.4% | -28.4% | +46.8% | +27.8% |
| 3Y | +69.6% | -14.5% | +84.1% | +69.6% |
| 5Y | +23.3% | -21.5% | +44.7% | +16.4% |
| All | +56.4% | +17.3% | +39.2% | +43.9% |
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