+39.1%
OWL vs WSM
+379.4%
-340.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -3.9% | +2.6% | -6.5% | -4.7% |
| 30D | -3.7% | -9.5% | +5.8% | -0.5% |
| 3M | +21.4% | +12.9% | +8.5% | +16.5% |
| 6M | +18.3% | +23.0% | -4.7% | +10.2% |
| YTD | -20.1% | +28.9% | -49.0% | -26.7% |
| 1Y | -32.8% | +13.7% | -46.4% | -36.0% |
| 3Y | +8.6% | +232.6% | -224.1% | -29.0% |
| 5Y | -4.5% | +185.9% | -190.3% | -39.0% |
| All | +39.1% | +379.4% | -340.3% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling