+45.7%
OWL vs WING
-11.7%
+57.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -2.2% | -3.9% | +1.6% | -1.5% |
| 30D | +3.7% | -11.6% | +15.3% | +6.0% |
| 3M | +17.5% | -24.2% | +41.7% | +23.5% |
| 6M | +18.5% | -54.1% | +72.6% | +39.3% |
| YTD | -16.3% | -53.9% | +37.6% | -2.9% |
| 1Y | -29.7% | -64.4% | +34.6% | -13.7% |
| 3Y | +14.2% | -30.2% | +44.4% | +6.3% |
| 5Y | +2.5% | -34.1% | +36.6% | -13.8% |
| All | +45.7% | -11.7% | +57.3% | +24.9% |
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 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