+30.9%
OWL vs GWW
+240.1%
-209.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +0.9% |
| 7D | -10.1% | -3.4% | -6.8% | -8.6% |
| 30D | -11.9% | -1.9% | -10.0% | -11.1% |
| 3M | +10.7% | -2.4% | +13.1% | +11.7% |
| 6M | +22.1% | +15.7% | +6.4% | +12.2% |
| YTD | -24.8% | +27.6% | -52.4% | -35.1% |
| 1Y | -39.2% | +27.2% | -66.4% | -47.5% |
| 3Y | +1.7% | +89.7% | -87.9% | -28.1% |
| 5Y | -15.5% | +223.9% | -239.4% | -51.4% |
| All | +30.9% | +240.1% | -209.2% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling