-14.5%
OWL vs WPM
+214.5%
-229.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.5% | -3.6% | +5.1% | +2.2% |
| 30D | +13.4% | +1.4% | +12.0% | +12.8% |
| 3M | -21.2% | -0.2% | -21.1% | -21.5% |
| 6M | +4.0% | -7.3% | +11.3% | +4.0% |
| YTD | -29.0% | +12.3% | -41.3% | -31.3% |
| 1Y | -28.4% | +24.9% | -53.3% | -32.0% |
| 3Y | -14.5% | +210.4% | -224.9% | -35.1% |
| All | -14.5% | +214.5% | -229.0% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling