+318.9%
WMB vs OWL
+22.6%
+296.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.6% | -2.1% | +3.7% | +1.9% |
| 30D | -7.1% | +11.6% | -18.7% | -8.8% |
| 3M | -4.0% | -13.8% | +9.8% | -2.1% |
| 6M | -5.7% | +7.8% | -13.6% | -7.8% |
| YTD | +17.2% | -25.8% | +43.0% | +21.5% |
| 1Y | +17.2% | -26.5% | +43.7% | +21.6% |
| 3Y | +121.1% | -9.6% | +130.7% | +120.5% |
| 5Y | +197.2% | -20.8% | +218.0% | +187.7% |
| All | +318.9% | +22.6% | +296.3% | +299.5% |
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