+0.5%
OWL vs IWF
+75.5%
-75.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -2.9% |
| 7D | -11.9% | -1.7% | -10.2% | -10.1% |
| 30D | -13.7% | -1.8% | -11.9% | -11.7% |
| 3M | +12.3% | +1.5% | +10.8% | +10.4% |
| 6M | +15.0% | +7.7% | +7.3% | +5.7% |
| YTD | -25.7% | +2.7% | -28.4% | -27.6% |
| 1Y | -39.5% | +6.8% | -46.3% | -43.6% |
| All | +0.5% | +75.5% | -75.0% | -38.5% |
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