+23.6%
OWL vs BWA
+68.7%
-45.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.5% | +4.3% | -2.7% | -0.1% |
| 30D | +13.4% | -13.0% | +26.4% | +19.6% |
| 3M | -21.2% | -24.8% | +3.6% | -12.1% |
| 6M | +4.0% | -23.5% | +27.5% | +14.3% |
| YTD | -29.0% | +13.8% | -42.8% | -36.3% |
| 1Y | -28.4% | +13.4% | -41.9% | -35.8% |
| 3Y | -14.5% | +62.8% | -77.3% | -37.9% |
| 5Y | -21.5% | +28.5% | -49.9% | -42.0% |
| All | +23.6% | +68.7% | -45.1% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling