+8.1%
OWL vs WAB
+168.6%
-160.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.9% |
| 7D | -3.9% | +1.7% | -5.6% | -5.0% |
| 30D | -3.7% | -2.4% | -1.2% | -2.2% |
| 3M | +21.4% | +9.7% | +11.7% | +12.9% |
| 6M | +18.3% | +16.5% | +1.8% | +3.2% |
| YTD | -20.1% | +33.7% | -53.8% | -38.5% |
| 1Y | -32.8% | +49.7% | -82.5% | -53.3% |
| All | +8.1% | +168.6% | -160.5% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling