+34.6%
OWL vs ITW
+46.9%
-12.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.0% |
| 7D | -6.4% | -1.9% | -4.5% | -5.1% |
| 30D | -5.0% | -10.4% | +5.4% | +2.6% |
| 3M | +15.4% | +3.5% | +11.9% | +12.1% |
| 6M | +15.5% | -3.4% | +18.8% | +16.9% |
| YTD | -22.7% | +8.5% | -31.2% | -29.2% |
| 1Y | -34.1% | +3.2% | -37.3% | -37.5% |
| 3Y | +5.1% | +18.9% | -13.8% | -11.5% |
| 5Y | -11.5% | +35.0% | -46.5% | -35.1% |
| All | +34.6% | +46.9% | -12.3% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling