-29.7%
OWL vs WETO
-98.9%
+69.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -20.8% | +20.0% | -1.0% |
| 7D | -2.2% | -55.4% | +53.2% | -3.0% |
| 30D | +3.7% | -48.5% | +52.2% | +4.6% |
| 3M | +17.5% | -97.5% | +115.0% | +21.7% |
| 6M | +18.5% | -94.2% | +112.7% | +16.8% |
| YTD | -16.3% | -97.0% | +80.7% | -12.5% |
| 1Y | -29.7% | -98.9% | +69.2% | -17.0% |
| All | -29.7% | -98.9% | +69.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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