+28.5%
OWL vs SWK
-18.8%
+47.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +4.3% |
| 7D | -2.4% | +10.7% | -13.0% | -7.0% |
| 30D | +9.3% | +33.3% | -24.1% | -4.2% |
| 3M | -11.0% | +14.7% | -25.6% | -16.5% |
| 6M | +2.4% | +48.5% | -46.1% | -14.8% |
| YTD | -26.2% | +63.9% | -90.0% | -42.2% |
| 1Y | -27.4% | +80.4% | -107.9% | -45.9% |
| 3Y | -8.7% | +58.1% | -66.8% | -31.6% |
| 5Y | -19.3% | -24.5% | +5.2% | -25.9% |
| All | +28.5% | -18.8% | +47.4% | +15.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling