+4.6%
OWL vs WEC
+40.3%
-35.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.2% |
| 7D | -6.4% | +0.4% | -6.8% | -6.4% |
| 30D | -5.0% | +0.9% | -5.9% | -5.0% |
| 3M | +15.4% | -5.3% | +20.7% | +15.5% |
| 6M | +15.5% | -6.6% | +22.1% | +15.6% |
| YTD | -22.7% | +3.3% | -25.9% | -23.3% |
| 1Y | -34.1% | +2.1% | -36.1% | -34.2% |
| All | +4.6% | +40.3% | -35.6% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling