+348.0%
WELL vs OWL
+17.3%
+330.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.1% | +1.5% | -1.4% | -0.1% |
| 30D | +5.7% | +13.4% | -7.8% | +3.9% |
| 3M | +4.6% | -21.2% | +25.9% | +7.6% |
| 6M | +11.9% | +4.0% | +7.8% | +10.3% |
| YTD | +33.6% | -29.0% | +62.6% | +38.6% |
| 1Y | +29.8% | -28.4% | +58.2% | +34.2% |
| 3Y | +202.2% | -14.5% | +216.7% | +191.8% |
| 5Y | +223.2% | -21.5% | +244.7% | +198.1% |
| All | +348.0% | +17.3% | +330.8% | +303.9% |
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