+23.6%
OWL vs CDW
+40.7%
-17.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.5% | +9.3% | -7.8% | -2.8% |
| 30D | +13.4% | +14.4% | -0.9% | +5.9% |
| 3M | -21.2% | +21.4% | -42.7% | -29.0% |
| 6M | +4.0% | +72.8% | -68.8% | -24.4% |
| YTD | -29.0% | +28.0% | -57.0% | -40.8% |
| 1Y | -28.4% | +19.3% | -47.8% | -37.6% |
| 3Y | -14.5% | -15.3% | +0.8% | -11.3% |
| 5Y | -21.5% | -3.8% | -17.7% | -27.9% |
| All | +23.6% | +40.7% | -17.1% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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