+30.9%
OWL vs BWA
+120.9%
-90.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.2% | +0.6% |
| 7D | -10.1% | -1.3% | -8.8% | -9.6% |
| 30D | -11.9% | -2.9% | -9.0% | -11.1% |
| 3M | +10.7% | -10.7% | +21.4% | +15.6% |
| 6M | +22.1% | +26.5% | -4.3% | +8.6% |
| YTD | -24.8% | +49.1% | -73.9% | -39.3% |
| 1Y | -39.2% | +52.1% | -91.2% | -51.6% |
| 3Y | +1.7% | +72.6% | -70.8% | -26.5% |
| 5Y | -15.5% | +89.4% | -104.9% | -44.2% |
| All | +30.9% | +120.9% | -90.0% | -12.8% |
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