+331.4%
WELL vs OWL
+38.2%
+293.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -0.8% | -2.2% | +1.4% | -0.5% |
| 30D | -0.1% | +3.7% | -3.8% | -0.7% |
| 3M | +18.0% | +17.5% | +0.5% | +15.1% |
| 6M | +15.0% | +18.5% | -3.5% | +11.4% |
| YTD | +28.6% | -16.3% | +44.9% | +30.9% |
| 1Y | +42.9% | -29.7% | +72.6% | +49.0% |
| 3Y | +203.0% | +14.2% | +188.9% | +179.9% |
| 5Y | +206.9% | +2.5% | +204.4% | +177.1% |
| All | +331.4% | +38.2% | +293.2% | +281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling