-4.5%
OWL vs WING
-35.4%
+31.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -3.9% | -0.1% | -3.8% | -4.0% |
| 30D | -3.7% | -6.0% | +2.4% | -2.7% |
| 3M | +21.4% | -23.5% | +44.9% | +27.7% |
| 6M | +18.3% | -52.0% | +70.3% | +39.3% |
| YTD | -20.1% | -53.8% | +33.7% | -6.2% |
| 1Y | -32.8% | -63.8% | +31.0% | -16.3% |
| 3Y | +8.6% | -30.8% | +39.3% | -2.2% |
| 5Y | -4.5% | -34.3% | +29.8% | -18.9% |
| All | -4.5% | -35.4% | +31.0% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling