-10.9%
WDAY vs OWL
+17.3%
-28.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +1.8% | +1.5% | +0.3% | +1.2% |
| 30D | +4.1% | +13.4% | -9.4% | -0.5% |
| 3M | -4.8% | -21.2% | +16.4% | +1.9% |
| 6M | +68.6% | +4.0% | +64.6% | +64.7% |
| YTD | -8.5% | -29.0% | +20.5% | -0.1% |
| 1Y | -12.1% | -28.4% | +16.3% | -4.5% |
| 3Y | -13.2% | -14.5% | +1.3% | -14.8% |
| 5Y | -33.7% | -21.5% | -12.3% | -38.6% |
| All | -10.9% | +17.3% | -28.1% | -21.9% |
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 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