-13.1%
OWL vs NWSA
+40.1%
-53.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -6.4% | -3.1% | -3.3% | -4.4% |
| 30D | -5.0% | +4.3% | -9.3% | -7.5% |
| 3M | +15.4% | +9.2% | +6.2% | +7.8% |
| 6M | +15.5% | +21.6% | -6.1% | -0.1% |
| YTD | -22.7% | +14.2% | -36.9% | -30.5% |
| 1Y | -34.1% | +1.8% | -35.8% | -35.7% |
| 3Y | +5.1% | +44.4% | -39.4% | -19.4% |
| All | -13.1% | +40.1% | -53.2% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling