-26.6%
OWL vs SWK
+87.6%
-114.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +13.1% | -10.0% | -1.5% |
| 7D | +10.1% | +17.9% | -7.8% | +3.8% |
| 30D | +18.7% | +31.9% | -13.2% | +7.8% |
| 3M | -6.2% | +16.6% | -22.7% | -11.4% |
| 6M | +9.8% | +61.1% | -51.3% | -4.3% |
| YTD | -24.2% | +64.2% | -88.4% | -35.0% |
| 1Y | -26.6% | +85.2% | -111.8% | -41.6% |
| All | -26.6% | +87.6% | -114.2% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling