-28.4%
OWL vs BWA
+12.3%
-40.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.5% | +4.3% | -2.7% | +0.8% |
| 30D | +13.4% | -13.0% | +26.4% | +15.9% |
| 3M | -21.2% | -24.8% | +3.6% | -17.6% |
| 6M | +4.0% | -23.5% | +27.5% | +8.1% |
| YTD | -29.0% | +13.8% | -42.8% | -33.2% |
| 1Y | -28.4% | +13.4% | -41.9% | -32.7% |
| All | -28.4% | +12.3% | -40.7% | -32.7% |
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