-11.5%
OWL vs WCC
+228.2%
-239.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -2.6% |
| 7D | -6.4% | +6.8% | -13.2% | -9.3% |
| 30D | -5.0% | -3.0% | -2.0% | -4.1% |
| 3M | +15.4% | +0.2% | +15.2% | +14.0% |
| 6M | +15.5% | +33.2% | -17.7% | -1.8% |
| YTD | -22.7% | +45.8% | -68.5% | -37.5% |
| 1Y | -34.1% | +68.4% | -102.4% | -50.9% |
| 3Y | +5.1% | +131.1% | -126.0% | -37.7% |
| 5Y | -11.5% | +225.6% | -237.1% | -58.9% |
| All | -11.5% | +228.2% | -239.7% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling