+172.8%
W vs OWL
-9.3%
+182.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -1.0% | +1.1% |
| 7D | +3.3% | -2.4% | +5.7% | +5.1% |
| 30D | +10.5% | +9.3% | +1.3% | +4.6% |
| 3M | +9.6% | -11.0% | +20.6% | +16.6% |
| 6M | +76.4% | +2.4% | +73.9% | +72.3% |
| YTD | +16.4% | -26.2% | +42.6% | +39.3% |
| 1Y | +9.3% | -27.4% | +36.8% | +31.0% |
| 3Y | +172.8% | -8.7% | +181.5% | +111.5% |
| All | +172.8% | -9.3% | +182.1% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling