-11.5%
OWL vs BWA
+89.5%
-100.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.5% |
| 7D | -6.4% | +0.1% | -6.5% | -6.4% |
| 30D | -5.0% | -5.6% | +0.6% | -2.7% |
| 3M | +15.4% | -10.7% | +26.1% | +21.1% |
| 6M | +15.5% | +23.2% | -7.7% | +2.1% |
| YTD | -22.7% | +46.0% | -68.7% | -39.3% |
| 1Y | -34.1% | +51.2% | -85.2% | -49.5% |
| 3Y | +5.1% | +69.6% | -64.5% | -27.7% |
| 5Y | -11.5% | +86.6% | -98.1% | -48.2% |
| All | -11.5% | +89.5% | -100.9% | -48.2% |
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