+113.2%
WDC vs OWL
-28.0%
+141.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.1% | -9.9% | -7.2% |
| 7D | -18.3% | +10.1% | -28.4% | -19.8% |
| 30D | -26.7% | +18.7% | -45.4% | -29.0% |
| 3M | -40.9% | -6.2% | -34.8% | -40.5% |
| 6M | -26.8% | +9.8% | -36.5% | -29.0% |
| YTD | +88.2% | -24.2% | +112.3% | +99.0% |
| 1Y | +113.2% | -26.6% | +139.8% | +126.9% |
| All | +113.2% | -28.0% | +141.2% | +126.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling