+583.2%
WDC vs OWL
-24.6%
+607.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +1.1% |
| 7D | +16.3% | +0.8% | +15.5% | +16.0% |
| 30D | -18.3% | +7.3% | -25.6% | -20.6% |
| 3M | -31.4% | -16.8% | -14.6% | -26.6% |
| 6M | -36.3% | +4.0% | -40.3% | -38.7% |
| YTD | +80.8% | -29.0% | +109.8% | +103.4% |
| 1Y | +87.7% | -29.7% | +117.4% | +111.1% |
| 3Y | +819.4% | -13.5% | +833.0% | +804.9% |
| 5Y | +583.2% | -21.5% | +604.7% | +543.2% |
| All | +583.2% | -24.6% | +607.8% | +543.2% |
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