-8.5%
OWL vs BBWI
-66.7%
+58.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.6% |
| 7D | -3.9% | +1.6% | -5.5% | -4.3% |
| 30D | -3.7% | -6.2% | +2.6% | -2.3% |
| 3M | +21.4% | +4.3% | +17.1% | +18.8% |
| 6M | +18.3% | -7.2% | +25.5% | +18.3% |
| YTD | -20.1% | -3.0% | -17.1% | -21.7% |
| 1Y | -32.8% | -30.8% | -2.0% | -28.1% |
| 3Y | +8.6% | -43.4% | +52.0% | +16.6% |
| All | -8.5% | -66.7% | +58.2% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling