+108.1%
WM vs OWL
+38.2%
+69.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.2% |
| 7D | -0.3% | -2.2% | +1.9% | -0.2% |
| 30D | -2.4% | +3.7% | -6.1% | -2.6% |
| 3M | +0.4% | +17.5% | -17.1% | -0.3% |
| 6M | -9.5% | +18.5% | -28.0% | -10.3% |
| YTD | +0.5% | -16.3% | +16.8% | +1.4% |
| 1Y | -1.1% | -29.7% | +28.6% | +0.7% |
| 3Y | +46.0% | +14.2% | +31.9% | +42.6% |
| 5Y | +51.8% | +2.5% | +49.3% | +46.4% |
| All | +108.1% | +38.2% | +69.9% | +99.2% |
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