-29.7%
OWL vs IWF
+10.9%
-40.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -2.2% | +0.5% | -2.8% | -2.8% |
| 30D | +3.7% | -0.4% | +4.1% | +4.2% |
| 3M | +17.5% | -2.6% | +20.1% | +20.9% |
| 6M | +18.5% | +9.1% | +9.4% | +9.3% |
| YTD | -16.3% | +4.5% | -20.8% | -19.0% |
| 1Y | -29.7% | +10.1% | -39.8% | -34.6% |
| All | -29.7% | +10.9% | -40.6% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling