+29.3%
OWL vs GWRE
+10.1%
+19.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.4% | -3.4% |
| 7D | -11.9% | -30.9% | +19.0% | -0.5% |
| 30D | -13.7% | -20.7% | +7.0% | -7.5% |
| 3M | +12.3% | +20.2% | -7.9% | +1.7% |
| 6M | +15.0% | -11.9% | +26.9% | +15.3% |
| YTD | -25.7% | -30.3% | +4.6% | -19.0% |
| 1Y | -39.5% | -44.6% | +5.1% | -27.5% |
| 3Y | +0.9% | +48.8% | -47.9% | -27.5% |
| 5Y | -16.5% | +14.8% | -31.3% | -40.2% |
| All | +29.3% | +10.1% | +19.2% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling