+21.7%
OWL vs IWD
+110.8%
-89.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -4.9% | -0.5% | -4.5% | -4.0% |
| 30D | +7.8% | +2.7% | +5.1% | +3.8% |
| 3M | -12.7% | +0.9% | -13.6% | -13.4% |
| 6M | -2.8% | +10.5% | -13.4% | -16.4% |
| YTD | -30.1% | +23.7% | -53.8% | -49.5% |
| 1Y | -29.1% | +28.7% | -57.8% | -51.9% |
| 3Y | -12.3% | +79.7% | -92.0% | -62.6% |
| 5Y | -27.5% | +69.7% | -97.2% | -66.7% |
| All | +21.7% | +110.8% | -89.1% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling