+29.4%
OWL vs WST
+58.0%
-28.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +1.1% | +1.4% | -0.3% | +0.8% |
| 30D | +10.0% | +12.7% | -2.7% | +7.2% |
| 3M | -8.7% | +17.2% | -25.8% | -12.0% |
| 6M | +3.1% | +26.7% | -23.5% | -2.7% |
| YTD | -25.6% | +50.3% | -75.9% | -33.0% |
| 1Y | -25.5% | +50.2% | -75.7% | -32.9% |
| 3Y | -9.4% | +21.7% | -31.1% | -20.5% |
| 5Y | -18.2% | +2.0% | -20.2% | -31.0% |
| All | +29.4% | +58.0% | -28.5% | +7.8% |
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 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