-11.5%
OWL vs AWK
-16.7%
+5.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -6.4% | +0.6% | -7.0% | -6.4% |
| 30D | -5.0% | +4.3% | -9.3% | -5.5% |
| 3M | +15.4% | +12.5% | +2.9% | +13.6% |
| 6M | +15.5% | +3.3% | +12.2% | +14.9% |
| YTD | -22.7% | +9.8% | -32.4% | -24.0% |
| 1Y | -34.1% | +2.9% | -37.0% | -34.4% |
| 3Y | +5.1% | +9.6% | -4.5% | -0.8% |
| 5Y | -11.5% | -16.7% | +5.2% | -17.0% |
| All | -11.5% | -16.7% | +5.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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