+34.6%
OWL vs IWD
+107.3%
-72.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.3% |
| 7D | -6.4% | -1.2% | -5.2% | -4.5% |
| 30D | -5.0% | -1.6% | -3.3% | -2.3% |
| 3M | +15.4% | +7.0% | +8.4% | +4.1% |
| 6M | +15.5% | +17.0% | -1.5% | -9.6% |
| YTD | -22.7% | +21.6% | -44.3% | -42.9% |
| 1Y | -34.1% | +28.0% | -62.1% | -54.9% |
| 3Y | +5.1% | +70.6% | -65.5% | -51.7% |
| 5Y | -11.5% | +73.3% | -84.8% | -59.1% |
| All | +34.6% | +107.3% | -72.6% | -44.0% |
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