+29.3%
OWL vs WEC
+37.9%
-8.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -11.9% | -1.3% | -10.6% | -11.7% |
| 30D | -13.7% | -0.4% | -13.3% | -13.7% |
| 3M | +12.3% | -6.8% | +19.0% | +13.4% |
| 6M | +15.0% | -6.4% | +21.4% | +16.0% |
| YTD | -25.7% | +2.5% | -28.2% | -26.5% |
| 1Y | -39.5% | -0.4% | -39.1% | -39.7% |
| 3Y | +0.9% | +38.5% | -37.6% | -6.4% |
| 5Y | -16.5% | +31.7% | -48.2% | -20.6% |
| All | +29.3% | +37.9% | -8.6% | +27.4% |
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