-16.9%
OWL vs IWF
+73.7%
-90.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +0.3% |
| 7D | -10.1% | -0.9% | -9.2% | -9.1% |
| 30D | -11.9% | -1.7% | -10.2% | -10.0% |
| 3M | +10.7% | +0.7% | +10.1% | +9.9% |
| 6M | +22.1% | +8.6% | +13.6% | +11.0% |
| YTD | -24.8% | +3.5% | -28.3% | -27.5% |
| 1Y | -39.2% | +7.0% | -46.2% | -43.6% |
| 3Y | +1.7% | +76.3% | -74.6% | -46.1% |
| All | -16.9% | +73.7% | -90.5% | -57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling