+23.6%
OWL vs WAT
+90.4%
-66.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.7% |
| 7D | +0.8% | +2.0% | -1.2% | +0.2% |
| 30D | +7.3% | +7.7% | -0.4% | +4.7% |
| 3M | -16.8% | +11.1% | -27.9% | -19.9% |
| 6M | +4.0% | +31.2% | -27.2% | -5.7% |
| YTD | -29.0% | +21.7% | -50.7% | -34.6% |
| 1Y | -29.7% | +19.3% | -49.0% | -34.8% |
| 3Y | -13.5% | +80.6% | -94.1% | -35.4% |
| 5Y | -21.5% | +29.5% | -51.0% | -35.1% |
| All | +23.6% | +90.4% | -66.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling