-16.5%
OWL vs WY
-22.3%
+5.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -2.4% |
| 7D | -11.9% | -3.7% | -8.2% | -9.9% |
| 30D | -13.7% | -11.3% | -2.4% | -7.5% |
| 3M | +12.3% | -8.1% | +20.4% | +17.0% |
| 6M | +15.0% | -7.4% | +22.4% | +18.5% |
| YTD | -25.7% | -4.7% | -21.0% | -25.4% |
| 1Y | -39.5% | -9.2% | -30.3% | -37.6% |
| 3Y | +0.9% | -24.7% | +25.6% | +14.1% |
| 5Y | -16.5% | -21.6% | +5.0% | -0.3% |
| All | -16.5% | -22.3% | +5.8% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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