+21.7%
OWL vs SWK
-21.1%
+42.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -4.9% | +11.0% | -16.0% | -9.6% |
| 30D | +7.8% | +30.1% | -22.3% | -4.5% |
| 3M | -12.7% | +14.7% | -27.3% | -18.1% |
| 6M | -2.8% | +44.5% | -47.3% | -18.1% |
| YTD | -30.1% | +59.4% | -89.5% | -44.6% |
| 1Y | -29.1% | +77.5% | -106.6% | -46.8% |
| 3Y | -12.3% | +49.5% | -61.7% | -32.5% |
| 5Y | -27.5% | -24.9% | -2.6% | -32.9% |
| All | +21.7% | -21.1% | +42.8% | +10.9% |
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