+250.3%
WFC vs OWL
+32.0%
+218.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.3% | -1.0% |
| 7D | +1.1% | -3.9% | +5.0% | +2.2% |
| 30D | +0.8% | -3.7% | +4.5% | +1.6% |
| 3M | +9.3% | +21.4% | -12.1% | +2.6% |
| 6M | +10.6% | +18.3% | -7.7% | +3.4% |
| YTD | -4.1% | -20.1% | +16.0% | +0.8% |
| 1Y | +13.6% | -32.8% | +46.3% | +25.1% |
| 3Y | +130.7% | +8.6% | +122.2% | +119.2% |
| 5Y | +126.7% | -4.5% | +131.2% | +111.0% |
| All | +250.3% | +32.0% | +218.3% | +219.6% |
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