-39.5%
OWL vs WCC
+62.7%
-102.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.7% | -2.9% |
| 7D | -11.9% | +1.7% | -13.6% | -12.4% |
| 30D | -13.7% | -6.1% | -7.7% | -12.3% |
| 3M | +12.3% | +3.1% | +9.2% | +10.3% |
| 6M | +15.0% | +28.2% | -13.2% | +4.5% |
| YTD | -25.7% | +41.1% | -66.8% | -34.6% |
| 1Y | -39.5% | +61.3% | -100.8% | -49.4% |
| All | -39.5% | +62.7% | -102.2% | -49.4% |
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