+4.6%
OWL vs WAT
+53.4%
-48.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -6.4% | -1.8% | -4.6% | -5.9% |
| 30D | -5.0% | -1.7% | -3.3% | -4.5% |
| 3M | +15.4% | +9.1% | +6.3% | +12.8% |
| 6M | +15.5% | +32.4% | -17.0% | +7.1% |
| YTD | -22.7% | +6.6% | -29.2% | -25.0% |
| 1Y | -34.1% | +34.7% | -68.8% | -39.6% |
| All | +4.6% | +53.4% | -48.7% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling