+29.3%
OWL vs WCC
+371.1%
-341.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -2.6% |
| 7D | -11.9% | +1.7% | -13.6% | -12.6% |
| 30D | -13.7% | -6.1% | -7.7% | -11.8% |
| 3M | +12.3% | +3.1% | +9.2% | +9.8% |
| 6M | +15.0% | +28.2% | -13.2% | +1.1% |
| YTD | -25.7% | +41.1% | -66.8% | -37.7% |
| 1Y | -39.5% | +61.3% | -100.8% | -52.6% |
| 3Y | +0.9% | +123.6% | -122.7% | -34.9% |
| 5Y | -16.5% | +214.8% | -231.3% | -53.5% |
| All | +29.3% | +371.1% | -341.8% | -29.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling