+7.8%
WBD vs OWL
-15.5%
+23.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +2.6% |
| 7D | -0.6% | -11.9% | +11.3% | +4.2% |
| 30D | +4.2% | -13.7% | +17.9% | +9.8% |
| 3M | +7.5% | +12.3% | -4.7% | +1.2% |
| 6M | +1.6% | +15.0% | -13.4% | -7.0% |
| YTD | -2.2% | -25.7% | +23.6% | +7.4% |
| 1Y | +124.9% | -39.5% | +164.4% | +168.2% |
| 3Y | +149.1% | +0.9% | +148.2% | +120.1% |
| 5Y | +7.8% | -16.5% | +24.4% | -3.3% |
| All | +7.8% | -15.5% | +23.4% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling