+45.7%
OWL vs WU
-50.5%
+96.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | +3.7% | -1.1% | +4.8% | +4.1% |
| 3M | +17.5% | -3.9% | +21.4% | +17.2% |
| 6M | +18.5% | -20.7% | +39.2% | +26.5% |
| YTD | -16.3% | -18.4% | +2.0% | -11.6% |
| 1Y | -29.7% | -8.1% | -21.7% | -29.5% |
| 3Y | +14.2% | -24.2% | +38.3% | +20.3% |
| 5Y | +2.5% | -50.4% | +52.9% | +15.6% |
| All | +45.7% | -50.5% | +96.2% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling