+16.6%
OWL vs SW
+19.6%
-3.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -1.1% |
| 7D | -2.2% | -5.1% | +2.8% | -0.7% |
| 30D | +3.7% | -4.6% | +8.3% | +5.2% |
| 3M | +17.5% | +9.4% | +8.1% | +13.9% |
| 6M | +18.5% | +3.5% | +15.0% | +16.2% |
| YTD | -16.3% | +22.0% | -38.4% | -22.5% |
| 1Y | -29.7% | +2.2% | -31.9% | -31.5% |
| All | +16.6% | +19.6% | -3.0% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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