+30.9%
OWL vs NWSA
+71.4%
-40.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -10.1% | -2.8% | -7.3% | -8.6% |
| 30D | -11.9% | +3.0% | -15.0% | -13.3% |
| 3M | +10.7% | +12.3% | -1.6% | +3.1% |
| 6M | +22.1% | +21.9% | +0.3% | +8.2% |
| YTD | -24.8% | +13.6% | -38.4% | -30.9% |
| 1Y | -39.2% | +0.5% | -39.7% | -39.9% |
| 3Y | +1.7% | +43.8% | -42.0% | -16.6% |
| 5Y | -15.5% | +41.2% | -56.7% | -33.3% |
| All | +30.9% | +71.4% | -40.5% | +17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling