+22.6%
OWL vs SWK
-20.8%
+43.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.6% | -4.6% | -6.0% |
| 7D | -5.0% | +11.3% | -16.2% | -9.7% |
| 30D | +9.0% | +28.1% | -19.1% | -2.7% |
| 3M | -12.7% | +12.6% | -25.3% | -17.5% |
| 6M | -4.0% | +51.7% | -55.7% | -21.0% |
| YTD | -29.6% | +60.0% | -89.5% | -44.3% |
| 1Y | -31.9% | +72.7% | -104.6% | -48.2% |
| 3Y | -13.1% | +46.3% | -59.4% | -32.4% |
| 5Y | -27.0% | -24.6% | -2.4% | -32.5% |
| All | +22.6% | -20.8% | +43.4% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling