-16.5%
OWL vs SEI
+950.2%
-966.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -2.9% |
| 7D | -11.9% | +20.7% | -32.6% | -15.5% |
| 30D | -13.7% | +9.1% | -22.8% | -16.0% |
| 3M | +12.3% | -6.0% | +18.2% | +11.1% |
| 6M | +15.0% | +18.9% | -3.9% | +6.9% |
| YTD | -25.7% | +40.1% | -65.9% | -34.1% |
| 1Y | -39.5% | +120.6% | -160.1% | -52.2% |
| 3Y | +0.9% | +562.1% | -561.2% | -42.2% |
| 5Y | -16.5% | +954.5% | -971.0% | -59.3% |
| All | -16.5% | +950.2% | -966.7% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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