+42.3%
WELL vs OWL
-36.7%
+79.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | -0.1% |
| 7D | -2.2% | -11.9% | +9.7% | -2.5% |
| 30D | +4.7% | -13.7% | +18.4% | +4.4% |
| 3M | +11.9% | +12.3% | -0.3% | +12.0% |
| 6M | +14.3% | +15.0% | -0.7% | +13.7% |
| YTD | +28.4% | -25.7% | +54.1% | +29.0% |
| 1Y | +42.3% | -39.5% | +81.8% | +43.6% |
| All | +42.3% | -36.7% | +79.0% | +43.6% |
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 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