+20.1%
W vs OWL
-29.1%
+49.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.8% |
| 7D | -4.2% | -2.2% | -1.9% | -3.4% |
| 30D | -7.6% | +3.7% | -11.3% | -9.0% |
| 3M | +37.2% | +17.5% | +19.6% | +30.3% |
| 6M | +26.3% | +18.5% | +7.8% | +20.6% |
| YTD | -1.0% | -16.3% | +15.4% | +2.0% |
| 1Y | +20.1% | -29.7% | +49.8% | +24.2% |
| All | +20.1% | -29.1% | +49.2% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling