+45.7%
OWL vs IWD
+110.2%
-64.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | +0.3% |
| 7D | -2.2% | -0.3% | -2.0% | -1.8% |
| 30D | +3.7% | +0.6% | +3.1% | +2.8% |
| 3M | +17.5% | +7.2% | +10.3% | +5.6% |
| 6M | +18.5% | +16.2% | +2.3% | -6.2% |
| YTD | -16.3% | +23.3% | -39.7% | -39.6% |
| 1Y | -29.7% | +29.6% | -59.3% | -52.9% |
| 3Y | +14.2% | +70.5% | -56.3% | -47.6% |
| 5Y | +2.5% | +73.5% | -71.0% | -53.5% |
| All | +45.7% | +110.2% | -64.5% | -40.7% |
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