-16.9%
OWL vs FWONK
+97.7%
-114.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | -11.9% | -7.7% | -4.2% | -8.5% |
| 3M | +10.7% | +5.7% | +5.0% | +7.3% |
| 6M | +22.1% | +13.5% | +8.7% | +13.6% |
| YTD | -24.8% | -3.0% | -21.8% | -24.5% |
| 1Y | -39.2% | -6.4% | -32.8% | -37.9% |
| 3Y | +1.7% | +43.8% | -42.1% | -18.9% |
| All | -16.9% | +97.7% | -114.6% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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