+125.5%
WM vs OWL
+15.5%
+110.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +1.2% | -4.9% | +6.1% | +1.4% |
| 30D | +13.1% | +7.8% | +5.3% | +12.7% |
| 3M | +3.6% | -12.7% | +16.3% | +4.1% |
| 6M | +8.1% | -2.8% | +10.9% | +8.0% |
| YTD | +8.9% | -30.1% | +39.0% | +10.6% |
| 1Y | +20.3% | -29.1% | +49.4% | +22.1% |
| 3Y | +46.2% | -12.3% | +58.4% | +44.6% |
| 5Y | +59.9% | -27.5% | +87.4% | +55.7% |
| All | +125.5% | +15.5% | +110.0% | +117.3% |
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 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