+23.6%
OWL vs WEC
+55.2%
-31.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +1.5% | +2.3% | -0.8% | +1.1% |
| 30D | +13.4% | +11.1% | +2.4% | +11.4% |
| 3M | -21.2% | +8.4% | -29.7% | -22.4% |
| 6M | +4.0% | +7.5% | -3.5% | +2.5% |
| YTD | -29.0% | +15.3% | -44.3% | -31.2% |
| 1Y | -28.4% | +9.7% | -38.2% | -29.9% |
| 3Y | -14.5% | +64.7% | -79.2% | -23.4% |
| 5Y | -21.5% | +57.3% | -78.7% | -26.0% |
| All | +23.6% | +55.2% | -31.6% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling