-12.3%
OWL vs IWD
+78.7%
-91.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -4.9% | -0.5% | -4.5% | -3.9% |
| 30D | +7.8% | +2.7% | +5.1% | +3.3% |
| 3M | -12.7% | +0.9% | -13.6% | -13.5% |
| 6M | -2.8% | +10.5% | -13.4% | -17.8% |
| YTD | -30.1% | +23.7% | -53.8% | -51.5% |
| 1Y | -29.1% | +28.7% | -57.8% | -54.2% |
| 3Y | -12.3% | +79.7% | -92.0% | -60.8% |
| All | -12.3% | +78.7% | -91.0% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling