-11.5%
OWL vs WAB
+224.0%
-235.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.2% |
| 7D | -6.4% | +0.2% | -6.6% | -6.5% |
| 30D | -5.0% | -4.6% | -0.4% | -1.8% |
| 3M | +15.4% | +5.6% | +9.8% | +9.3% |
| 6M | +15.5% | +13.8% | +1.7% | +1.2% |
| YTD | -22.7% | +31.9% | -54.5% | -40.6% |
| 1Y | -34.1% | +48.3% | -82.3% | -54.3% |
| 3Y | +5.1% | +167.1% | -162.1% | -55.0% |
| 5Y | -11.5% | +222.9% | -234.3% | -67.9% |
| All | -11.5% | +224.0% | -235.4% | -67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling