+386.0%
WDC vs OWL
-36.7%
+422.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.5% | -3.9% |
| 7D | +4.4% | -11.9% | +16.3% | +6.3% |
| 30D | +5.3% | -13.7% | +19.0% | +7.3% |
| 3M | -5.9% | +12.3% | -18.2% | -8.4% |
| 6M | +73.2% | +15.0% | +58.2% | +66.9% |
| YTD | +167.8% | -25.7% | +193.6% | +169.7% |
| 1Y | +386.0% | -39.5% | +425.5% | +365.0% |
| All | +386.0% | -36.7% | +422.7% | +365.0% |
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