-26.6%
OWL vs WCC
+24.5%
-51.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -9.9% | +13.0% | +5.8% |
| 7D | +10.1% | -8.8% | +18.9% | +12.4% |
| 30D | +18.7% | -16.0% | +34.7% | +24.1% |
| 3M | -6.2% | -15.2% | +9.0% | -2.6% |
| 6M | +9.8% | -8.4% | +18.2% | +9.6% |
| YTD | -24.2% | +30.1% | -54.3% | -34.7% |
| 1Y | -26.6% | +26.4% | -53.0% | -36.8% |
| All | -26.6% | +24.5% | -51.0% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling