+125.9%
WM vs OWL
+22.0%
+103.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | -0.1% |
| 7D | -0.5% | -2.4% | +1.9% | -0.4% |
| 30D | +13.3% | +9.3% | +4.0% | +12.8% |
| 3M | +4.4% | -11.0% | +15.3% | +4.7% |
| 6M | +10.8% | +2.4% | +8.4% | +10.5% |
| YTD | +9.1% | -26.2% | +35.2% | +10.5% |
| 1Y | +19.1% | -27.4% | +46.6% | +20.8% |
| 3Y | +45.7% | -8.7% | +54.4% | +43.9% |
| 5Y | +60.4% | -19.3% | +79.8% | +55.7% |
| All | +125.9% | +22.0% | +103.9% | +117.1% |
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