+29.2%
OWL vs WING
+34.8%
-5.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.2% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +11.6% | +32.3% | -20.7% | +4.6% |
| 3M | -13.8% | +50.2% | -63.9% | -21.9% |
| 6M | +7.8% | +31.7% | -23.8% | -0.8% |
| YTD | -25.8% | -29.6% | +3.8% | -22.0% |
| 1Y | -26.5% | -29.7% | +3.2% | -23.0% |
| 3Y | -9.6% | -19.8% | +10.2% | -16.3% |
| 5Y | -20.8% | +3.1% | -23.9% | -39.8% |
| All | +29.2% | +34.8% | -5.7% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling