-38.3%
SWKS vs OWL
+38.2%
-76.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | +12.5% | -2.2% | +14.8% | +13.3% |
| 30D | +10.5% | +3.7% | +6.8% | +8.7% |
| 3M | -7.4% | +17.5% | -24.9% | -13.4% |
| 6M | +32.7% | +18.5% | +14.1% | +22.1% |
| YTD | +19.2% | -16.3% | +35.5% | +24.6% |
| 1Y | +2.4% | -29.7% | +32.1% | +13.6% |
| 3Y | -25.6% | +14.2% | -39.8% | -32.9% |
| 5Y | -53.4% | +2.5% | -55.9% | -58.9% |
| All | -38.3% | +38.2% | -76.5% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling