-21.6%
OWL vs TW
+41.2%
-62.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +1.5% | +3.9% | -2.4% | -0.1% |
| 30D | +13.4% | +19.9% | -6.5% | +5.2% |
| 3M | -21.2% | +25.9% | -47.2% | -28.6% |
| 6M | +4.0% | +21.1% | -17.1% | -5.2% |
| YTD | -29.0% | +23.9% | -52.9% | -37.1% |
| 1Y | -28.4% | +21.2% | -49.7% | -35.9% |
| 3Y | -14.5% | +44.8% | -59.3% | -33.1% |
| All | -21.6% | +41.2% | -62.8% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling