+133.0%
WM vs OWL
+17.3%
+115.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +1.8% |
| 7D | +1.2% | +0.8% | +0.4% | +1.1% |
| 30D | +15.2% | +7.3% | +7.9% | +14.8% |
| 3M | +8.3% | -16.8% | +25.2% | +9.0% |
| 6M | +13.1% | +4.0% | +9.1% | +12.6% |
| YTD | +12.5% | -29.0% | +41.5% | +14.2% |
| 1Y | +21.8% | -29.7% | +51.4% | +23.6% |
| 3Y | +48.8% | -13.5% | +62.3% | +47.3% |
| 5Y | +62.1% | -21.5% | +83.5% | +57.5% |
| All | +133.0% | +17.3% | +115.8% | +124.3% |
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