+22.6%
OWL vs SW
+20.7%
+1.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.6% | -6.8% |
| 7D | -5.0% | +4.7% | -9.7% | -5.9% |
| 30D | +9.0% | +5.0% | +4.0% | +7.9% |
| 3M | -12.7% | -7.3% | -5.4% | -11.3% |
| 6M | -4.0% | +15.0% | -19.0% | -7.2% |
| YTD | -29.6% | +18.5% | -48.1% | -32.7% |
| 1Y | -31.9% | +27.1% | -59.1% | -35.9% |
| 3Y | -13.1% | +49.3% | -62.4% | -19.5% |
| 5Y | -27.0% | -1.6% | -25.4% | -32.1% |
| All | +22.6% | +20.7% | +1.9% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling