+45.7%
OWL vs WWD
+199.1%
-153.4%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -1.2% |
| 7D | -2.2% | +1.3% | -3.5% | -2.7% |
| 30D | +3.7% | -7.2% | +10.8% | +6.7% |
| 3M | +17.5% | -3.8% | +21.4% | +18.1% |
| 6M | +18.5% | -9.9% | +28.5% | +21.4% |
| YTD | -16.3% | +14.8% | -31.2% | -24.3% |
| 1Y | -29.7% | +42.1% | -71.8% | -43.5% |
| 3Y | +14.2% | +170.8% | -156.6% | -33.7% |
| 5Y | +2.5% | +197.5% | -195.0% | -47.1% |
| All | +45.7% | +199.1% | -153.4% | -25.7% |
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