-4.5%
OWL vs WST
-25.8%
+21.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.9% | -4.4% |
| 7D | -3.9% | -0.3% | -3.7% | -3.9% |
| 30D | -3.7% | -4.6% | +0.9% | -2.6% |
| 3M | +21.4% | +5.7% | +15.7% | +19.5% |
| 6M | +18.3% | +37.6% | -19.2% | +8.7% |
| YTD | -20.1% | +23.0% | -43.1% | -24.7% |
| 1Y | -32.8% | +33.8% | -66.6% | -38.4% |
| 3Y | +8.6% | -13.4% | +21.9% | +6.0% |
| 5Y | -4.5% | -27.0% | +22.5% | -15.8% |
| All | -4.5% | -25.8% | +21.3% | -15.8% |
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