-26.6%
OWL vs BWA
+17.4%
-43.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.5% |
| 7D | +10.1% | -9.9% | +20.0% | +11.8% |
| 30D | +18.7% | -16.4% | +35.1% | +22.1% |
| 3M | -6.2% | -19.8% | +13.7% | -2.9% |
| 6M | +9.8% | -10.0% | +19.7% | +11.5% |
| YTD | -24.2% | +12.7% | -36.9% | -28.5% |
| 1Y | -26.6% | +15.7% | -42.2% | -31.1% |
| All | -26.6% | +17.4% | -43.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling