+43.4%
SPGI vs OWL
+27.7%
+15.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.7% | -1.9% |
| 7D | -3.1% | -6.4% | +3.3% | -1.7% |
| 30D | +2.0% | -5.0% | +7.0% | +3.0% |
| 3M | +4.3% | +15.4% | -11.1% | +0.7% |
| 6M | -0.2% | +15.5% | -15.7% | -4.3% |
| YTD | -14.8% | -22.7% | +7.9% | -10.9% |
| 1Y | -18.5% | -34.1% | +15.5% | -12.4% |
| 3Y | +16.0% | +5.1% | +10.9% | +9.1% |
| 5Y | +2.2% | -11.5% | +13.7% | -6.7% |
| All | +43.4% | +27.7% | +15.7% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling