+353.3%
WELL vs OWL
+22.6%
+330.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.3% |
| 30D | +7.8% | +11.6% | -3.8% | +6.1% |
| 3M | +10.2% | -13.8% | +24.0% | +12.0% |
| 6M | +16.4% | +7.8% | +8.5% | +14.3% |
| YTD | +35.2% | -25.8% | +61.0% | +39.4% |
| 1Y | +30.5% | -26.5% | +56.9% | +34.6% |
| 3Y | +206.1% | -9.6% | +215.7% | +193.2% |
| 5Y | +228.3% | -20.8% | +249.1% | +201.2% |
| All | +353.3% | +22.6% | +330.8% | +306.4% |
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