-11.5%
OWL vs WWD
+191.3%
-202.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | -6.4% | +0.6% | -7.0% | -6.6% |
| 30D | -5.0% | -5.1% | +0.1% | -2.9% |
| 3M | +15.4% | -11.2% | +26.7% | +20.5% |
| 6M | +15.5% | -12.0% | +27.5% | +19.8% |
| YTD | -22.7% | +12.0% | -34.6% | -30.4% |
| 1Y | -34.1% | +42.8% | -76.9% | -49.2% |
| 3Y | +5.1% | +168.9% | -163.9% | -45.5% |
| 5Y | -11.5% | +192.2% | -203.7% | -59.5% |
| All | -11.5% | +191.3% | -202.8% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling