+0.6%
SWKS vs OWL
-13.7%
+14.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | -6.2% | -4.9% | -1.2% | -4.7% |
| 30D | -1.5% | +7.8% | -9.3% | -4.5% |
| 3M | +23.0% | -12.7% | +35.6% | +27.3% |
| 6M | +27.6% | -2.8% | +30.4% | +25.7% |
| YTD | +32.3% | -30.1% | +62.4% | +48.4% |
| 1Y | +20.1% | -29.1% | +49.2% | +33.4% |
| 3Y | +0.6% | -12.3% | +12.9% | -2.5% |
| All | +0.6% | -13.7% | +14.3% | -2.5% |
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