+28.5%
OWL vs ACWI
+92.9%
-64.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +1.6% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | +9.3% | -2.8% | +12.1% | +14.4% |
| 3M | -11.0% | -3.2% | -7.8% | -6.2% |
| 6M | +2.4% | +1.3% | +1.2% | +1.1% |
| YTD | -26.2% | +11.2% | -37.4% | -36.9% |
| 1Y | -27.4% | +13.8% | -41.2% | -40.2% |
| 3Y | -8.7% | +76.2% | -84.9% | -59.8% |
| 5Y | -19.3% | +59.5% | -78.8% | -61.2% |
| All | +28.5% | +92.9% | -64.4% | -44.5% |
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