+23.6%
OWL vs WEC
+53.8%
-30.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +0.8% | -0.7% | +1.5% | +1.0% |
| 30D | +7.3% | +11.0% | -3.6% | +5.5% |
| 3M | -16.8% | +8.6% | -25.4% | -18.0% |
| 6M | +4.0% | +6.2% | -2.1% | +2.8% |
| YTD | -29.0% | +14.3% | -43.3% | -31.0% |
| 1Y | -29.7% | +8.4% | -38.0% | -31.0% |
| 3Y | -13.5% | +62.9% | -76.4% | -22.3% |
| 5Y | -21.5% | +55.8% | -77.3% | -25.9% |
| All | +23.6% | +53.8% | -30.2% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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