-26.6%
OWL vs WST
+47.3%
-73.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +10.1% | +1.3% | +8.9% | +9.9% |
| 30D | +18.7% | +8.5% | +10.2% | +16.9% |
| 3M | -6.2% | +17.2% | -23.4% | -9.2% |
| 6M | +9.8% | +36.3% | -26.5% | +1.5% |
| YTD | -24.2% | +48.9% | -73.1% | -33.5% |
| 1Y | -26.6% | +42.9% | -69.5% | -34.0% |
| All | -26.6% | +47.3% | -73.9% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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