+197.2%
WMB vs OWL
-18.7%
+215.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +1.6% | -2.1% | +3.7% | +2.0% |
| 30D | -7.1% | +11.6% | -18.7% | -9.1% |
| 3M | -4.0% | -13.8% | +9.8% | -1.8% |
| 6M | -5.7% | +7.8% | -13.6% | -8.1% |
| YTD | +17.2% | -25.8% | +43.0% | +22.5% |
| 1Y | +17.2% | -26.5% | +43.7% | +22.6% |
| 3Y | +121.1% | -9.6% | +130.7% | +118.0% |
| 5Y | +197.2% | -20.8% | +218.0% | +209.9% |
| All | +197.2% | -18.7% | +215.9% | +209.9% |
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