+39.1%
OWL vs ACWI
+98.8%
-59.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.8% |
| 7D | -3.9% | +1.1% | -5.0% | -5.5% |
| 30D | -3.7% | -0.2% | -3.5% | -3.2% |
| 3M | +21.4% | +4.7% | +16.7% | +13.6% |
| 6M | +18.3% | +14.5% | +3.9% | -3.8% |
| YTD | -20.1% | +14.6% | -34.7% | -34.9% |
| 1Y | -32.8% | +21.4% | -54.2% | -49.8% |
| 3Y | +8.6% | +77.6% | -69.0% | -52.9% |
| 5Y | -4.5% | +68.1% | -72.5% | -56.9% |
| All | +39.1% | +98.8% | -59.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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