-16.9%
OWL vs WTW
+42.0%
-58.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -10.1% | -5.7% | -4.4% | -7.5% |
| 30D | -11.9% | -7.3% | -4.7% | -8.7% |
| 3M | +10.7% | +21.5% | -10.7% | +0.3% |
| 6M | +22.1% | +9.6% | +12.5% | +15.1% |
| YTD | -24.8% | -3.3% | -21.5% | -24.8% |
| 1Y | -39.2% | -6.1% | -33.1% | -38.1% |
| 3Y | +1.7% | +61.8% | -60.1% | -32.5% |
| All | -16.9% | +42.0% | -58.9% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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