-20.8%
OWL vs SWK
-26.0%
+5.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | -2.1% | -2.3% | +0.1% | -1.0% |
| 30D | +11.6% | +30.4% | -18.8% | -1.7% |
| 3M | -13.8% | +12.1% | -25.9% | -18.5% |
| 6M | +7.8% | +49.1% | -41.2% | -11.2% |
| YTD | -25.8% | +60.4% | -86.2% | -42.0% |
| 1Y | -26.5% | +78.3% | -104.8% | -45.7% |
| 3Y | -9.6% | +53.3% | -62.9% | -32.5% |
| 5Y | -20.8% | -27.0% | +6.1% | -22.1% |
| All | -20.8% | -26.0% | +5.2% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling