-34.1%
OWL vs WST
+33.7%
-67.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -6.4% | -1.7% | -4.7% | -6.2% |
| 30D | -5.0% | -4.3% | -0.7% | -4.6% |
| 3M | +15.4% | +0.7% | +14.7% | +14.9% |
| 6M | +15.5% | +36.0% | -20.5% | +10.8% |
| YTD | -22.7% | +22.7% | -45.4% | -27.2% |
| 1Y | -34.1% | +34.1% | -68.2% | -35.3% |
| All | -34.1% | +33.7% | -67.8% | -35.3% |
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