+29.3%
OWL vs WING
-10.6%
+39.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -11.9% | +0.2% | -12.1% | -12.0% |
| 30D | -13.7% | -0.5% | -13.3% | -13.9% |
| 3M | +12.3% | -23.9% | +36.1% | +17.8% |
| 6M | +15.0% | -48.9% | +63.9% | +31.7% |
| YTD | -25.7% | -53.3% | +27.6% | -14.0% |
| 1Y | -39.5% | -60.3% | +20.8% | -27.7% |
| 3Y | +0.9% | -30.1% | +31.0% | -5.9% |
| 5Y | -16.5% | -36.2% | +19.7% | -29.9% |
| All | +29.3% | -10.6% | +39.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling