-39.5%
OWL vs WEC
+0.7%
-40.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -4.0% |
| 7D | -11.9% | -1.3% | -10.6% | -12.0% |
| 30D | -13.7% | -0.4% | -13.3% | -13.8% |
| 3M | +12.3% | -6.8% | +19.0% | +11.5% |
| 6M | +15.0% | -6.4% | +21.4% | +14.0% |
| YTD | -25.7% | +2.5% | -28.2% | -28.9% |
| 1Y | -39.5% | -0.4% | -39.1% | -39.3% |
| All | -39.5% | +0.7% | -40.2% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling