+39.1%
OWL vs BWA
+119.7%
-80.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.7% |
| 7D | -3.9% | +4.3% | -8.2% | -5.6% |
| 30D | -3.7% | -2.9% | -0.8% | -2.7% |
| 3M | +21.4% | -12.4% | +33.8% | +27.6% |
| 6M | +18.3% | +28.6% | -10.2% | +4.5% |
| YTD | -20.1% | +48.2% | -68.3% | -35.4% |
| 1Y | -32.8% | +50.9% | -83.7% | -46.3% |
| 3Y | +8.6% | +72.2% | -63.6% | -21.6% |
| 5Y | -4.5% | +91.1% | -95.5% | -36.8% |
| All | +39.1% | +119.7% | -80.6% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling