+45.7%
OWL vs WST
+30.2%
+15.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -2.2% | +0.7% | -3.0% | -2.4% |
| 30D | +3.7% | -3.1% | +6.8% | +4.4% |
| 3M | +17.5% | +7.2% | +10.3% | +15.3% |
| 6M | +18.5% | +36.8% | -18.3% | +9.2% |
| YTD | -16.3% | +23.8% | -40.2% | -21.2% |
| 1Y | -29.7% | +37.8% | -67.5% | -36.0% |
| 3Y | +14.2% | -15.9% | +30.1% | +12.9% |
| 5Y | +2.5% | -25.8% | +28.3% | -8.9% |
| All | +45.7% | +30.2% | +15.5% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling