+21.7%
OWL vs ACWI
+88.0%
-66.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.6% |
| 7D | -4.9% | -2.4% | -2.6% | -1.2% |
| 30D | +7.8% | -5.2% | +13.0% | +17.1% |
| 3M | -12.7% | -4.8% | -7.8% | -5.5% |
| 6M | -2.8% | -1.3% | -1.5% | -0.2% |
| YTD | -30.1% | +8.4% | -38.5% | -37.8% |
| 1Y | -29.1% | +11.0% | -40.1% | -39.3% |
| 3Y | -12.3% | +70.6% | -82.8% | -59.4% |
| 5Y | -27.5% | +55.3% | -82.8% | -63.7% |
| All | +21.7% | +88.0% | -66.3% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling