+23.6%
OWL vs IWD
+115.6%
-92.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.4% |
| 7D | +1.5% | +2.3% | -0.7% | -2.0% |
| 30D | +13.4% | +3.6% | +9.9% | +7.7% |
| 3M | -21.2% | +2.2% | -23.4% | -23.4% |
| 6M | +4.0% | +13.0% | -8.9% | -13.5% |
| YTD | -29.0% | +26.5% | -55.5% | -50.5% |
| 1Y | -28.4% | +30.1% | -58.6% | -52.3% |
| 3Y | -14.5% | +84.9% | -99.4% | -65.1% |
| 5Y | -21.5% | +73.4% | -94.8% | -65.1% |
| All | +23.6% | +115.6% | -92.0% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling