-26.6%
OWL vs WSM
+44.0%
-70.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | -0.2% |
| 7D | +10.1% | +8.0% | +2.1% | +5.9% |
| 30D | +18.7% | +13.5% | +5.2% | +11.7% |
| 3M | -6.2% | +8.8% | -15.0% | -10.1% |
| 6M | +9.8% | +54.7% | -44.9% | -12.2% |
| YTD | -24.2% | +53.3% | -77.4% | -38.9% |
| 1Y | -26.6% | +41.1% | -67.7% | -38.0% |
| All | -26.6% | +44.0% | -70.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling