+39.1%
OWL vs SEI
+696.9%
-657.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +16.3% | -20.8% | -7.5% |
| 7D | -3.9% | +28.8% | -32.8% | -8.8% |
| 30D | -3.7% | +10.4% | -14.0% | -6.2% |
| 3M | +21.4% | -11.4% | +32.8% | +21.6% |
| 6M | +18.3% | +31.2% | -12.8% | +8.3% |
| YTD | -20.1% | +39.7% | -59.8% | -28.3% |
| 1Y | -32.8% | +149.0% | -181.8% | -47.2% |
| 3Y | +8.6% | +560.2% | -551.6% | -33.7% |
| 5Y | -4.5% | +955.7% | -960.1% | -45.6% |
| All | +39.1% | +696.9% | -657.8% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling