-37.7%
SWKS vs OWL
-18.7%
-19.0%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +6.0% |
| 7D | +5.7% | -2.1% | +7.8% | +6.5% |
| 30D | +17.3% | +11.6% | +5.7% | +11.4% |
| 3M | +28.3% | -13.8% | +42.1% | +34.7% |
| 6M | +26.1% | +7.8% | +18.2% | +18.4% |
| YTD | +41.1% | -25.8% | +66.9% | +55.1% |
| 1Y | +31.4% | -26.5% | +57.9% | +44.7% |
| 3Y | +7.3% | -9.6% | +16.9% | +0.1% |
| 5Y | -37.7% | -20.8% | -16.9% | -44.0% |
| All | -37.7% | -18.7% | -19.0% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling