+30.9%
OWL vs WCN
+62.3%
-31.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | -10.1% | -3.1% | -7.0% | -9.2% |
| 30D | -11.9% | -3.4% | -8.5% | -10.9% |
| 3M | +10.7% | +3.0% | +7.8% | +9.2% |
| 6M | +22.1% | -3.8% | +25.9% | +22.9% |
| YTD | -24.8% | -8.3% | -16.5% | -23.0% |
| 1Y | -39.2% | -9.7% | -29.5% | -37.4% |
| 3Y | +1.7% | +17.2% | -15.4% | -8.1% |
| 5Y | -15.5% | +25.3% | -40.8% | -28.3% |
| All | +30.9% | +62.3% | -31.4% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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