+29.3%
OWL vs BBWI
-38.5%
+67.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.6% |
| 7D | -11.9% | -8.0% | -3.9% | -10.0% |
| 30D | -13.7% | -6.6% | -7.1% | -12.5% |
| 3M | +12.3% | -2.7% | +15.0% | +12.1% |
| 6M | +15.0% | -12.8% | +27.8% | +16.9% |
| YTD | -25.7% | -10.5% | -15.3% | -25.5% |
| 1Y | -39.5% | -35.3% | -4.2% | -34.6% |
| 3Y | +0.9% | -47.7% | +48.7% | +10.3% |
| 5Y | -16.5% | -68.9% | +52.3% | -1.7% |
| All | +29.3% | -38.5% | +67.8% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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