+45.7%
OWL vs IWF
+118.4%
-72.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +21.0% |
| 6M | +18.5% | +9.1% | +9.4% | +7.7% |
| YTD | -16.3% | +4.5% | -20.8% | -20.0% |
| 1Y | -29.7% | +10.1% | -39.8% | -36.5% |
| 3Y | +14.2% | +77.6% | -63.5% | -36.8% |
| 5Y | +2.5% | +73.7% | -71.2% | -46.0% |
| All | +45.7% | +118.4% | -72.8% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling