+330.5%
WELL vs OWL
+22.7%
+307.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.4% |
| 7D | -2.2% | -11.9% | +9.7% | -0.7% |
| 30D | +4.7% | -13.7% | +18.4% | +6.6% |
| 3M | +11.9% | +12.3% | -0.3% | +9.7% |
| 6M | +14.3% | +15.0% | -0.7% | +10.9% |
| YTD | +28.4% | -25.7% | +54.1% | +32.6% |
| 1Y | +42.3% | -39.5% | +81.8% | +51.3% |
| 3Y | +202.6% | +0.9% | +201.7% | +184.0% |
| 5Y | +206.5% | -16.5% | +223.1% | +181.5% |
| All | +330.5% | +22.7% | +307.8% | +286.6% |
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