+1.7%
OWL vs ITW
+20.2%
-18.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | -10.1% | -0.7% | -9.4% | -9.7% |
| 30D | -11.9% | -8.3% | -3.6% | -7.4% |
| 3M | +10.7% | +6.0% | +4.7% | +6.5% |
| 6M | +22.1% | 0.0% | +22.1% | +20.9% |
| YTD | -24.8% | +10.2% | -35.0% | -31.6% |
| 1Y | -39.2% | +3.2% | -42.4% | -41.8% |
| 3Y | +1.7% | +21.0% | -19.2% | -11.7% |
| All | +1.7% | +20.2% | -18.5% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling