-2.1%
WBD vs OWL
+24.2%
-26.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -0.7% | -10.1% | +9.4% | +2.4% |
| 30D | +1.4% | -11.9% | +13.3% | +5.0% |
| 3M | +4.4% | +10.7% | -6.3% | +0.1% |
| 6M | +0.8% | +22.1% | -21.3% | -7.4% |
| YTD | -2.7% | -24.8% | +22.1% | +4.1% |
| 1Y | +73.4% | -39.2% | +112.6% | +97.9% |
| 3Y | +142.1% | +1.7% | +140.4% | +130.6% |
| 5Y | +7.2% | -15.5% | +22.7% | -2.2% |
| All | -2.1% | +24.2% | -26.3% | +0.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling