+30.9%
OWL vs WPM
+300.8%
-269.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.8% | +0.8% |
| 7D | -10.1% | -0.6% | -9.6% | -10.0% |
| 30D | -11.9% | +14.4% | -26.3% | -14.4% |
| 3M | +10.7% | +37.0% | -26.3% | +3.7% |
| 6M | +22.1% | +4.1% | +18.0% | +19.8% |
| YTD | -24.8% | +31.7% | -56.5% | -30.1% |
| 1Y | -39.2% | +44.2% | -83.4% | -44.9% |
| 3Y | +1.7% | +265.5% | -263.7% | -27.6% |
| 5Y | -15.5% | +262.5% | -278.0% | -42.9% |
| All | +30.9% | +300.8% | -269.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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