-16.5%
OWL vs WAT
-5.3%
-11.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -11.9% | -2.9% | -9.0% | -11.0% |
| 30D | -13.7% | -3.2% | -10.5% | -12.7% |
| 3M | +12.3% | +10.6% | +1.7% | +8.2% |
| 6M | +15.0% | +34.0% | -19.0% | +3.1% |
| YTD | -25.7% | +5.7% | -31.5% | -28.2% |
| 1Y | -39.5% | +37.1% | -76.6% | -47.1% |
| 3Y | +0.9% | +52.4% | -51.5% | -21.8% |
| 5Y | -16.5% | -4.4% | -12.1% | -27.9% |
| All | -16.5% | -5.3% | -11.3% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling