-26.6%
OWL vs IWD
+33.0%
-59.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | -1.5% |
| 7D | +10.1% | +2.5% | +7.6% | +5.5% |
| 30D | +18.7% | +6.0% | +12.8% | +7.6% |
| 3M | -6.2% | +3.8% | -9.9% | -11.7% |
| 6M | +9.8% | +16.3% | -6.6% | -13.4% |
| YTD | -24.2% | +27.5% | -51.6% | -47.5% |
| 1Y | -26.6% | +32.8% | -59.4% | -53.2% |
| All | -26.6% | +33.0% | -59.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling