+57.0%
IWM vs OWL
+17.3%
+39.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.4% |
| 7D | +2.8% | +0.8% | +1.9% | +2.5% |
| 30D | +0.6% | +7.3% | -6.7% | -1.7% |
| 3M | -7.8% | -16.8% | +9.1% | -3.2% |
| 6M | -1.0% | +4.0% | -5.0% | -3.4% |
| YTD | +13.9% | -29.0% | +42.9% | +23.5% |
| 1Y | +15.4% | -29.7% | +45.1% | +25.3% |
| 3Y | +70.2% | -13.5% | +83.7% | +69.6% |
| 5Y | +23.7% | -21.5% | +45.1% | +16.8% |
| All | +57.0% | +17.3% | +39.7% | +44.4% |
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