+353.5%
WMB vs OWL
+27.7%
+325.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.4% |
| 7D | 0.0% | -6.4% | +6.4% | +1.0% |
| 30D | +4.6% | -5.0% | +9.6% | +5.2% |
| 3M | +5.7% | +15.4% | -9.7% | +2.8% |
| 6M | +4.2% | +15.5% | -11.3% | +0.6% |
| YTD | +26.8% | -22.7% | +49.5% | +31.0% |
| 1Y | +34.7% | -34.1% | +68.7% | +42.7% |
| 3Y | +146.8% | +5.1% | +141.7% | +140.7% |
| 5Y | +285.0% | -11.5% | +296.5% | +270.4% |
| All | +353.5% | +27.7% | +325.8% | +330.7% |
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