+34.6%
OWL vs WTW
+64.1%
-29.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -1.7% |
| 7D | -6.4% | -7.1% | +0.7% | -3.3% |
| 30D | -5.0% | -8.5% | +3.5% | -1.3% |
| 3M | +15.4% | +20.6% | -5.1% | +6.2% |
| 6M | +15.5% | +7.2% | +8.3% | +10.9% |
| YTD | -22.7% | -3.9% | -18.8% | -22.5% |
| 1Y | -34.1% | -3.6% | -30.5% | -34.1% |
| 3Y | +5.1% | +60.7% | -55.6% | -22.7% |
| 5Y | -11.5% | +42.2% | -53.6% | -31.8% |
| All | +34.6% | +64.1% | -29.4% | +5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling