+30.9%
OWL vs TW
+59.1%
-28.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.6% |
| 7D | -10.1% | -4.5% | -5.6% | -8.6% |
| 30D | -11.9% | -2.3% | -9.7% | -11.2% |
| 3M | +10.7% | +2.6% | +8.1% | +8.5% |
| 6M | +22.1% | -17.5% | +39.7% | +29.8% |
| YTD | -24.8% | -5.3% | -19.5% | -25.2% |
| 1Y | -39.2% | -14.8% | -24.4% | -36.7% |
| 3Y | +1.7% | +18.8% | -17.1% | -10.6% |
| 5Y | -15.5% | +20.7% | -36.2% | -31.9% |
| All | +30.9% | +59.1% | -28.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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