-14.5%
OWL vs SWK
+50.7%
-65.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +1.5% | -1.4% | +2.9% | +2.2% |
| 30D | +13.4% | +25.5% | -12.0% | +3.5% |
| 3M | -21.2% | +11.8% | -33.0% | -24.8% |
| 6M | +4.0% | +48.7% | -44.7% | -11.3% |
| YTD | -29.0% | +57.2% | -86.2% | -41.5% |
| 1Y | -28.4% | +75.3% | -103.7% | -43.9% |
| 3Y | -14.5% | +51.9% | -66.5% | -33.4% |
| All | -14.5% | +50.7% | -65.2% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling