-14.5%
OWL vs IWF
+65.9%
-80.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +1.3% |
| 7D | +1.5% | +2.8% | -1.3% | -1.6% |
| 30D | +13.4% | -7.5% | +21.0% | +23.2% |
| 3M | -21.2% | -8.5% | -12.8% | -13.4% |
| 6M | +4.0% | -7.4% | +11.4% | +12.8% |
| YTD | -29.0% | -2.6% | -26.4% | -27.1% |
| 1Y | -28.4% | -1.8% | -26.6% | -27.3% |
| 3Y | -14.5% | +65.5% | -80.0% | -47.7% |
| All | -14.5% | +65.9% | -80.4% | -47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling