+45.7%
OWL vs WAB
+286.9%
-241.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -0.2% |
| 30D | +3.7% | -4.4% | +8.1% | +6.7% |
| 3M | +17.5% | +7.9% | +9.7% | +10.6% |
| 6M | +18.5% | +8.7% | +9.8% | +9.3% |
| YTD | -16.3% | +33.0% | -49.3% | -33.8% |
| 1Y | -29.7% | +46.7% | -76.4% | -48.4% |
| 3Y | +14.2% | +153.0% | -138.8% | -41.4% |
| 5Y | +2.5% | +222.3% | -219.8% | -54.6% |
| All | +45.7% | +286.9% | -241.2% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling