+8.6%
SWKS vs OWL
-8.9%
+17.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +6.0% |
| 7D | +5.7% | -2.1% | +7.8% | +6.3% |
| 30D | +17.3% | +11.6% | +5.7% | +12.5% |
| 3M | +28.3% | -13.8% | +42.1% | +33.7% |
| 6M | +26.1% | +7.8% | +18.2% | +19.7% |
| YTD | +41.1% | -25.8% | +66.9% | +55.1% |
| 1Y | +31.4% | -26.5% | +57.9% | +44.7% |
| All | +8.6% | -8.9% | +17.6% | +4.9% |
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