+34.6%
OWL vs WST
+29.0%
+5.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -6.4% | -1.7% | -4.7% | -6.0% |
| 30D | -5.0% | -4.3% | -0.7% | -4.1% |
| 3M | +15.4% | +0.7% | +14.7% | +14.9% |
| 6M | +15.5% | +36.0% | -20.5% | +6.5% |
| YTD | -22.7% | +22.7% | -45.4% | -27.0% |
| 1Y | -34.1% | +34.1% | -68.2% | -39.5% |
| 3Y | +5.1% | -13.6% | +18.6% | +2.5% |
| 5Y | -11.5% | -26.0% | +14.5% | -21.1% |
| All | +34.6% | +29.0% | +5.6% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling