+45.7%
OWL vs WCN
+67.5%
-21.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | +3.7% | +0.4% | +3.2% | +3.5% |
| 3M | +17.5% | +7.3% | +10.2% | +14.2% |
| 6M | +18.5% | -2.5% | +21.0% | +19.0% |
| YTD | -16.3% | -5.4% | -11.0% | -15.2% |
| 1Y | -29.7% | -8.5% | -21.3% | -27.9% |
| 3Y | +14.2% | +20.8% | -6.6% | +2.1% |
| 5Y | +2.5% | +30.0% | -27.5% | -13.9% |
| All | +45.7% | +67.5% | -21.8% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling