+206.5%
WELL vs OWL
-8.8%
+215.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +3.0% | +1.1% | +2.0% | +3.0% |
| 30D | +10.2% | +10.0% | +0.2% | +9.5% |
| 3M | +6.1% | -8.7% | +14.8% | +6.4% |
| 6M | +16.6% | +3.1% | +13.5% | +16.0% |
| YTD | +35.3% | -25.6% | +61.0% | +38.1% |
| 1Y | +31.5% | -25.5% | +57.0% | +34.0% |
| 3Y | +206.5% | -9.4% | +215.9% | +186.4% |
| All | +206.5% | -8.8% | +215.2% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling