+66.4%
IWM vs OWL
+38.2%
+28.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.5% |
| 7D | +0.1% | -2.2% | +2.3% | +0.7% |
| 30D | -1.3% | +3.7% | -4.9% | -2.6% |
| 3M | +1.6% | +17.5% | -15.9% | -3.8% |
| 6M | +13.6% | +18.5% | -5.0% | +6.2% |
| YTD | +20.8% | -16.3% | +37.1% | +25.3% |
| 1Y | +26.4% | -29.7% | +56.1% | +37.6% |
| 3Y | +60.7% | +14.2% | +46.5% | +47.8% |
| 5Y | +38.2% | +2.5% | +35.7% | +24.3% |
| All | +66.4% | +38.2% | +28.2% | +46.4% |
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 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