+28.5%
OWL vs WST
+58.2%
-29.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.3% | +4.8% |
| 7D | -2.4% | +1.3% | -3.6% | -2.6% |
| 30D | +9.3% | +12.9% | -3.6% | +6.4% |
| 3M | -11.0% | +16.7% | -27.6% | -14.1% |
| 6M | +2.4% | +26.8% | -24.4% | -3.4% |
| YTD | -26.2% | +50.5% | -76.6% | -33.5% |
| 1Y | -27.4% | +52.9% | -80.3% | -35.0% |
| 3Y | -8.7% | +23.9% | -32.6% | -20.5% |
| 5Y | -19.3% | +1.0% | -20.3% | -31.9% |
| All | +28.5% | +58.2% | -29.6% | +7.1% |
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