+39.1%
OWL vs WU
-51.7%
+90.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -3.7% |
| 7D | -3.9% | -0.8% | -3.1% | -3.7% |
| 30D | -3.7% | -1.1% | -2.5% | -3.2% |
| 3M | +21.4% | -1.8% | +23.2% | +20.0% |
| 6M | +18.3% | -23.9% | +42.3% | +28.2% |
| YTD | -20.1% | -20.4% | +0.3% | -14.8% |
| 1Y | -32.8% | -10.6% | -22.2% | -31.9% |
| 3Y | +8.6% | -27.7% | +36.3% | +16.5% |
| 5Y | -4.5% | -51.1% | +46.7% | +8.8% |
| All | +39.1% | -51.7% | +90.8% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling