-16.5%
OWL vs GWW
+219.8%
-236.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -11.9% | -3.1% | -8.8% | -10.4% |
| 30D | -13.7% | -2.3% | -11.4% | -12.6% |
| 3M | +12.3% | -3.3% | +15.6% | +13.8% |
| 6M | +15.0% | +15.4% | -0.4% | +5.2% |
| YTD | -25.7% | +26.7% | -52.5% | -36.4% |
| 1Y | -39.5% | +29.0% | -68.5% | -48.8% |
| 3Y | +0.9% | +89.0% | -88.1% | -31.2% |
| 5Y | -16.5% | +221.8% | -238.3% | -54.7% |
| All | -16.5% | +219.8% | -236.3% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling