-16.5%
OWL vs WPM
+252.7%
-269.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.7% | -0.3% | -3.2% |
| 7D | -11.9% | -3.6% | -8.3% | -11.2% |
| 30D | -13.7% | +12.5% | -26.2% | -16.1% |
| 3M | +12.3% | +40.6% | -28.4% | +4.0% |
| 6M | +15.0% | +0.5% | +14.5% | +13.5% |
| YTD | -25.7% | +29.0% | -54.8% | -31.2% |
| 1Y | -39.5% | +43.8% | -83.3% | -45.8% |
| 3Y | +0.9% | +266.3% | -265.4% | -32.6% |
| 5Y | -16.5% | +255.1% | -271.6% | -48.4% |
| All | -16.5% | +252.7% | -269.2% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling