+256.2%
WFC vs OWL
+22.7%
+233.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.7% | +0.9% |
| 7D | +0.3% | -11.9% | +12.2% | +3.9% |
| 30D | +2.3% | -13.7% | +16.0% | +6.3% |
| 3M | +9.8% | +12.3% | -2.5% | +5.3% |
| 6M | +15.6% | +15.0% | +0.5% | +8.7% |
| YTD | -2.4% | -25.7% | +23.3% | +4.5% |
| 1Y | +13.8% | -39.5% | +53.3% | +29.3% |
| 3Y | +134.6% | +0.9% | +133.7% | +127.4% |
| 5Y | +127.9% | -16.5% | +144.5% | +117.1% |
| All | +256.2% | +22.7% | +233.5% | +231.5% |
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