+30.9%
OWL vs WU
-52.2%
+83.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.1% |
| 7D | -10.1% | -3.5% | -6.6% | -9.0% |
| 30D | -11.9% | -2.9% | -9.0% | -11.0% |
| 3M | +10.7% | -2.3% | +13.0% | +9.6% |
| 6M | +22.1% | -25.4% | +47.5% | +33.3% |
| YTD | -24.8% | -21.2% | -3.6% | -19.5% |
| 1Y | -39.2% | -8.9% | -30.3% | -38.9% |
| 3Y | +1.7% | -29.0% | +30.7% | +9.9% |
| 5Y | -15.5% | -50.7% | +35.2% | -3.5% |
| All | +30.9% | -52.2% | +83.1% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling