+0.5%
OWL vs WSM
+226.4%
-225.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.4% |
| 7D | -11.9% | +0.4% | -12.3% | -12.0% |
| 30D | -13.7% | -10.7% | -3.0% | -10.5% |
| 3M | +12.3% | +8.5% | +3.8% | +9.2% |
| 6M | +15.0% | +19.6% | -4.6% | +8.2% |
| YTD | -25.7% | +26.6% | -52.3% | -31.2% |
| 1Y | -39.5% | +12.0% | -51.4% | -42.1% |
| All | +0.5% | +226.4% | -225.9% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling