-20.7%
OWL vs WEC
+52.6%
-73.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.1% | +1.4% | -0.3% | +0.7% |
| 30D | +10.0% | +12.8% | -2.8% | +6.9% |
| 3M | -8.7% | +11.2% | -19.9% | -11.0% |
| 6M | +3.1% | +6.6% | -3.5% | +1.3% |
| YTD | -25.6% | +13.8% | -39.5% | -28.6% |
| 1Y | -25.5% | +7.6% | -33.1% | -27.3% |
| 3Y | -9.4% | +62.2% | -71.6% | -23.1% |
| All | -20.7% | +52.6% | -73.2% | -31.8% |
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