+39.1%
OWL vs WY
-11.7%
+50.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -3.8% |
| 7D | -3.9% | -2.1% | -1.9% | -2.9% |
| 30D | -3.7% | -10.5% | +6.8% | +1.8% |
| 3M | +21.4% | -4.9% | +26.3% | +23.6% |
| 6M | +18.3% | -4.9% | +23.3% | +20.0% |
| YTD | -20.1% | -1.7% | -18.4% | -21.0% |
| 1Y | -32.8% | -9.4% | -23.4% | -30.7% |
| 3Y | +8.6% | -22.3% | +30.9% | +19.2% |
| 5Y | -4.5% | -20.5% | +16.1% | +9.5% |
| All | +39.1% | -11.7% | +50.8% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling