-12.3%
OWL vs SW
+39.0%
-51.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -4.9% | +2.3% | -7.3% | -5.6% |
| 30D | +7.8% | +6.8% | +1.0% | +5.5% |
| 3M | -12.7% | -5.2% | -7.5% | -11.1% |
| 6M | -2.8% | +7.4% | -10.2% | -5.7% |
| YTD | -30.1% | +17.4% | -47.5% | -35.0% |
| 1Y | -29.1% | +27.1% | -56.2% | -36.1% |
| 3Y | -12.3% | +47.9% | -60.1% | -18.2% |
| All | -12.3% | +39.0% | -51.3% | -18.2% |
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