-31.0%
SWKS vs OWL
+22.8%
-53.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.4% |
| 7D | -3.1% | +1.1% | -4.2% | -3.7% |
| 30D | +8.3% | +10.0% | -1.7% | +4.2% |
| 3M | +20.2% | -8.7% | +28.9% | +22.6% |
| 6M | +24.9% | +3.1% | +21.8% | +20.5% |
| YTD | +33.2% | -25.6% | +58.8% | +44.0% |
| 1Y | +23.6% | -25.5% | +49.1% | +33.2% |
| 3Y | +1.3% | -9.4% | +10.7% | -1.3% |
| 5Y | -40.6% | -18.2% | -22.4% | -45.7% |
| All | -31.0% | +22.8% | -53.8% | -39.9% |
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 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