+29.3%
OWL vs FWONK
+129.7%
-100.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.4% |
| 7D | -11.9% | -1.5% | -10.4% | -11.3% |
| 30D | -13.7% | -6.8% | -6.9% | -11.1% |
| 3M | +12.3% | +7.7% | +4.5% | +8.2% |
| 6M | +15.0% | +11.0% | +4.1% | +8.9% |
| YTD | -25.7% | -3.1% | -22.6% | -25.4% |
| 1Y | -39.5% | -3.5% | -36.0% | -39.3% |
| 3Y | +0.9% | +44.6% | -43.7% | -17.0% |
| 5Y | -16.5% | +98.3% | -114.8% | -37.7% |
| All | +29.3% | +129.7% | -100.4% | -5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling