+128.3%
WFC vs OWL
-6.9%
+135.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.2% | +3.0% |
| 7D | +0.4% | -6.4% | +6.8% | +2.6% |
| 30D | +2.5% | -5.0% | +7.4% | +3.7% |
| 3M | +10.0% | +15.4% | -5.4% | +3.8% |
| 6M | +15.1% | +15.5% | -0.4% | +7.1% |
| YTD | -2.2% | -22.7% | +20.5% | +4.8% |
| 1Y | +13.5% | -34.1% | +47.5% | +27.9% |
| 3Y | +135.2% | +5.1% | +130.1% | +117.9% |
| 5Y | +128.3% | -11.5% | +139.8% | +112.5% |
| All | +128.3% | -6.9% | +135.2% | +112.5% |
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 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