+28.5%
OWL vs IWD
+115.0%
-86.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +2.4% |
| 7D | -2.4% | +1.3% | -3.6% | -4.0% |
| 30D | +9.3% | +3.6% | +5.7% | +3.8% |
| 3M | -11.0% | +2.3% | -13.3% | -13.6% |
| 6M | +2.4% | +13.0% | -10.6% | -14.9% |
| YTD | -26.2% | +26.2% | -52.3% | -48.3% |
| 1Y | -27.4% | +30.5% | -57.9% | -51.8% |
| 3Y | -8.7% | +86.2% | -94.9% | -63.1% |
| 5Y | -19.3% | +72.9% | -92.2% | -64.0% |
| All | +28.5% | +115.0% | -86.5% | -49.3% |
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