-11.5%
OWL vs WEC
+30.7%
-42.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | -5.0% | +0.9% | -5.9% | -5.2% |
| 3M | +15.4% | -5.3% | +20.7% | +16.6% |
| 6M | +15.5% | -6.6% | +22.1% | +16.8% |
| YTD | -22.7% | +3.3% | -25.9% | -23.9% |
| 1Y | -34.1% | +2.1% | -36.1% | -34.8% |
| 3Y | +5.1% | +39.6% | -34.5% | -5.7% |
| 5Y | -11.5% | +31.2% | -42.6% | -23.9% |
| All | -11.5% | +30.7% | -42.1% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling