-20.0%
OWL vs WST
+1.6%
-21.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -1.2% | +1.4% | -2.5% | -1.4% |
| 30D | +7.6% | +12.7% | -5.1% | +4.7% |
| 3M | -10.7% | +17.2% | -27.8% | -14.0% |
| 6M | +0.9% | +26.7% | -25.8% | -5.0% |
| YTD | -27.3% | +50.3% | -77.6% | -34.7% |
| 1Y | -27.2% | +50.2% | -77.4% | -34.6% |
| 3Y | -11.4% | +21.7% | -33.2% | -22.9% |
| 5Y | -20.0% | +2.0% | -22.0% | -32.0% |
| All | -20.0% | +1.6% | -21.6% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling