+23.6%
OWL vs WWD
+184.9%
-161.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | +1.5% | +4.0% | -2.4% | 0.0% |
| 30D | +13.4% | +0.4% | +13.0% | +12.9% |
| 3M | -21.2% | -7.9% | -13.3% | -18.9% |
| 6M | +4.0% | -10.6% | +14.7% | +7.4% |
| YTD | -29.0% | +9.4% | -38.4% | -34.7% |
| 1Y | -28.4% | +25.7% | -54.2% | -39.0% |
| 3Y | -14.5% | +148.5% | -163.1% | -48.6% |
| 5Y | -21.5% | +189.5% | -211.0% | -58.8% |
| All | +23.6% | +184.9% | -161.3% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling