-26.6%
OWL vs GWRE
-24.5%
-2.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.9% | +1.9% |
| 7D | +10.1% | +2.2% | +7.9% | +9.5% |
| 30D | +18.7% | +4.5% | +14.2% | +17.4% |
| 3M | -6.2% | +6.4% | -12.6% | -8.6% |
| 6M | +9.8% | +18.8% | -9.1% | +3.7% |
| YTD | -24.2% | -15.1% | -9.0% | -28.9% |
| 1Y | -26.6% | -23.4% | -3.2% | -25.0% |
| All | -26.6% | -24.5% | -2.1% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling