+30.9%
OWL vs IWF
+116.4%
-85.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.4% |
| 7D | -10.1% | -0.9% | -9.2% | -9.2% |
| 30D | -11.9% | -1.7% | -10.2% | -10.1% |
| 3M | +10.7% | +0.7% | +10.1% | +10.0% |
| 6M | +22.1% | +8.6% | +13.6% | +11.6% |
| YTD | -24.8% | +3.5% | -28.3% | -27.3% |
| 1Y | -39.2% | +7.0% | -46.2% | -43.3% |
| 3Y | +1.7% | +76.3% | -74.6% | -43.1% |
| 5Y | -15.5% | +74.8% | -90.2% | -55.1% |
| All | +30.9% | +116.4% | -85.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling