+23.6%
OWL vs WAB
+307.6%
-283.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | +1.5% | +5.1% | -3.5% | -1.6% |
| 30D | +13.4% | +4.0% | +9.4% | +10.5% |
| 3M | -21.2% | +0.1% | -21.3% | -21.6% |
| 6M | +4.0% | +12.8% | -8.8% | -5.4% |
| YTD | -29.0% | +40.1% | -69.1% | -45.9% |
| 1Y | -28.4% | +46.4% | -74.8% | -47.2% |
| 3Y | -14.5% | +167.4% | -181.9% | -57.7% |
| 5Y | -21.5% | +215.0% | -236.5% | -65.9% |
| All | +23.6% | +307.6% | -283.9% | -48.1% |
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