+208.8%
WELL vs OWL
-6.9%
+215.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -1.1% | -6.4% | +5.3% | -0.2% |
| 30D | +0.7% | -5.0% | +5.7% | +1.3% |
| 3M | +14.5% | +15.4% | -0.9% | +11.4% |
| 6M | +14.4% | +15.5% | -1.1% | +10.5% |
| YTD | +28.5% | -22.7% | +51.1% | +32.8% |
| 1Y | +41.8% | -34.1% | +75.8% | +50.3% |
| 3Y | +202.8% | +5.1% | +197.7% | +173.4% |
| 5Y | +208.8% | -11.5% | +220.3% | +176.6% |
| All | +208.8% | -6.9% | +215.7% | +176.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling