-14.5%
OWL vs WU
-23.0%
+8.5%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.4% |
| 7D | +1.5% | -2.0% | +3.6% | +2.1% |
| 30D | +13.4% | +11.4% | +2.0% | +9.7% |
| 3M | -21.2% | -6.8% | -14.4% | -19.9% |
| 6M | +4.0% | -14.6% | +18.6% | +7.2% |
| YTD | -29.0% | -20.6% | -8.4% | -25.0% |
| 1Y | -28.4% | -15.4% | -13.1% | -26.1% |
| 3Y | -14.5% | -23.6% | +9.1% | -9.9% |
| All | -14.5% | -23.0% | +8.5% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling