+87.0%
SCHW vs OWL
-0.3%
+87.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.8% |
| 7D | -2.8% | -11.9% | +9.1% | +0.5% |
| 30D | -0.1% | -13.7% | +13.7% | +3.7% |
| 3M | +20.6% | +12.3% | +8.3% | +15.9% |
| 6M | +15.9% | +15.0% | +0.9% | +9.9% |
| YTD | +8.5% | -25.7% | +34.2% | +16.3% |
| 1Y | +17.8% | -39.5% | +57.3% | +33.5% |
| All | +87.0% | -0.3% | +87.3% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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