+132.0%
SCHW vs OWL
+24.2%
+107.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -1.9% | -10.1% | +8.3% | +1.0% |
| 30D | -1.6% | -11.9% | +10.3% | +1.6% |
| 3M | +21.3% | +10.7% | +10.5% | +17.0% |
| 6M | +16.5% | +22.1% | -5.6% | +8.5% |
| YTD | +8.4% | -24.8% | +33.2% | +15.4% |
| 1Y | +15.6% | -39.2% | +54.8% | +30.0% |
| 3Y | +86.8% | +1.7% | +85.1% | +76.4% |
| 5Y | +60.5% | -15.5% | +76.0% | +49.5% |
| All | +132.0% | +24.2% | +107.8% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling