+36.5%
WELL vs OWL
-28.0%
+64.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.8% |
| 7D | +9.2% | +10.1% | -1.0% | +9.2% |
| 30D | +10.6% | +18.7% | -8.1% | +10.9% |
| 3M | +7.5% | -6.2% | +13.7% | +7.0% |
| 6M | +15.0% | +9.8% | +5.2% | +15.0% |
| YTD | +35.0% | -24.2% | +59.2% | +33.6% |
| 1Y | +36.5% | -26.6% | +63.1% | +35.7% |
| All | +36.5% | -28.0% | +64.6% | +35.7% |
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