+45.7%
OWL vs TW
+66.5%
-20.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -2.2% | -2.3% | +0.1% | -1.4% |
| 30D | +3.7% | +3.9% | -0.2% | +2.2% |
| 3M | +17.5% | +5.7% | +11.8% | +13.9% |
| 6M | +18.5% | -14.5% | +33.1% | +24.4% |
| YTD | -16.3% | -0.9% | -15.5% | -18.2% |
| 1Y | -29.7% | -13.5% | -16.2% | -27.0% |
| 3Y | +14.2% | +25.0% | -10.8% | -1.6% |
| 5Y | +2.5% | +22.7% | -20.2% | -19.0% |
| All | +45.7% | +66.5% | -20.9% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling