-21.5%
OWL vs BWA
+30.6%
-52.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +0.8% | +7.3% | -6.5% | -2.4% |
| 30D | +7.3% | -15.8% | +23.1% | +15.8% |
| 3M | -16.8% | -25.7% | +8.9% | -5.4% |
| 6M | +4.0% | -19.6% | +23.6% | +12.7% |
| YTD | -29.0% | +14.1% | -43.1% | -38.0% |
| 1Y | -29.7% | +12.2% | -41.8% | -38.1% |
| 3Y | -13.5% | +63.8% | -77.3% | -42.0% |
| 5Y | -21.5% | +28.7% | -50.2% | -46.0% |
| All | -21.5% | +30.6% | -52.1% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling