+39.1%
OWL vs WCC
+393.3%
-354.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -5.6% |
| 7D | -3.9% | +8.5% | -12.4% | -7.3% |
| 30D | -3.7% | -1.0% | -2.7% | -3.7% |
| 3M | +21.4% | +2.1% | +19.3% | +19.1% |
| 6M | +18.3% | +36.8% | -18.5% | +1.1% |
| YTD | -20.1% | +47.7% | -67.8% | -34.3% |
| 1Y | -32.8% | +66.5% | -99.3% | -48.0% |
| 3Y | +8.6% | +134.2% | -125.6% | -31.3% |
| 5Y | -4.5% | +231.6% | -236.1% | -47.8% |
| All | +39.1% | +393.3% | -354.2% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling