+39.1%
OWL vs NWSA
+73.0%
-33.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.9% | -2.6% | -3.5% |
| 7D | -3.9% | -2.6% | -1.3% | -2.5% |
| 30D | -3.7% | +4.6% | -8.2% | -6.0% |
| 3M | +21.4% | +10.2% | +11.2% | +14.2% |
| 6M | +18.3% | +21.6% | -3.3% | +4.9% |
| YTD | -20.1% | +14.6% | -34.7% | -27.0% |
| 1Y | -32.8% | +0.4% | -33.1% | -33.6% |
| 3Y | +8.6% | +45.0% | -36.4% | -11.5% |
| 5Y | -4.5% | +41.3% | -45.7% | -25.1% |
| All | +39.1% | +73.0% | -33.9% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NWSA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling