-14.5%
OWL vs TW
+44.1%
-58.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +1.5% | +3.9% | -2.4% | +0.6% |
| 30D | +13.4% | +19.9% | -6.5% | +8.4% |
| 3M | -21.2% | +25.9% | -47.2% | -25.7% |
| 6M | +4.0% | +21.1% | -17.1% | -1.4% |
| YTD | -29.0% | +23.9% | -52.9% | -34.3% |
| 1Y | -28.4% | +21.2% | -49.7% | -33.2% |
| 3Y | -14.5% | +44.8% | -59.3% | -22.0% |
| All | -14.5% | +44.1% | -58.6% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling