+1,098.3%
WDC vs OWL
+22.7%
+1,075.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.5% | -3.0% |
| 7D | +4.4% | -11.9% | +16.3% | +9.0% |
| 30D | +5.3% | -13.7% | +19.0% | +10.3% |
| 3M | -5.9% | +12.3% | -18.2% | -10.8% |
| 6M | +73.2% | +15.0% | +58.2% | +60.8% |
| YTD | +167.8% | -25.7% | +193.6% | +191.1% |
| 1Y | +386.0% | -39.5% | +425.5% | +463.0% |
| 3Y | +1,309.7% | +0.9% | +1,308.8% | +1,260.2% |
| 5Y | +957.1% | -16.5% | +973.6% | +892.4% |
| All | +1,098.3% | +22.7% | +1,075.6% | +993.6% |
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