+40.0%
IWM vs OWL
-3.7%
+43.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.1% | +1.1% |
| 7D | +1.4% | -3.9% | +5.3% | +2.8% |
| 30D | -2.3% | -3.7% | +1.4% | -1.4% |
| 3M | +4.0% | +21.4% | -17.4% | -3.7% |
| 6M | +17.9% | +18.3% | -0.4% | +8.9% |
| YTD | +20.2% | -20.1% | +40.3% | +27.7% |
| 1Y | +25.0% | -32.8% | +57.7% | +40.5% |
| 3Y | +66.0% | +8.6% | +57.4% | +48.1% |
| 5Y | +40.0% | -4.5% | +44.5% | +22.7% |
| All | +40.0% | -3.7% | +43.8% | +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 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