+285.3%
WMB vs OWL
-3.7%
+289.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.5% | +6.8% | +3.1% |
| 7D | +0.8% | -3.9% | +4.7% | +1.5% |
| 30D | +7.7% | -3.7% | +11.4% | +8.2% |
| 3M | +6.7% | +21.4% | -14.7% | +2.3% |
| 6M | +3.6% | +18.3% | -14.7% | -0.9% |
| YTD | +28.0% | -20.1% | +48.1% | +32.3% |
| 1Y | +37.6% | -32.8% | +70.4% | +47.2% |
| 3Y | +149.0% | +8.6% | +140.5% | +137.2% |
| 5Y | +285.3% | -4.5% | +289.8% | +268.1% |
| All | +285.3% | -3.7% | +289.0% | +268.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling