+45.7%
OWL vs CDW
+24.9%
+20.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.3% |
| 7D | -2.2% | +3.2% | -5.4% | -3.7% |
| 30D | +3.7% | +9.3% | -5.6% | -1.1% |
| 3M | +17.5% | +9.8% | +7.7% | +10.2% |
| 6M | +18.5% | +23.3% | -4.8% | +1.2% |
| YTD | -16.3% | +13.7% | -30.0% | -25.6% |
| 1Y | -29.7% | -6.5% | -23.2% | -29.7% |
| 3Y | +14.2% | -25.2% | +39.4% | +26.8% |
| 5Y | +2.5% | -19.5% | +22.0% | +0.8% |
| All | +45.7% | +24.9% | +20.7% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling