+40.5%
W vs OWL
+9.9%
+30.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.1% | +3.3% |
| 7D | +6.5% | -3.9% | +10.4% | +9.0% |
| 30D | -6.2% | -3.7% | -2.6% | -4.7% |
| 3M | +48.9% | +21.4% | +27.5% | +30.9% |
| 6M | +31.2% | +18.3% | +12.8% | +15.0% |
| YTD | -0.4% | -20.1% | +19.7% | +13.5% |
| 1Y | +14.8% | -32.8% | +47.6% | +44.9% |
| 3Y | +40.5% | +8.6% | +31.9% | +16.9% |
| All | +40.5% | +9.9% | +30.6% | +16.9% |
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