+347.5%
WMB vs OWL
+38.2%
+309.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.6% | -2.2% | +2.8% | +0.9% |
| 30D | +3.3% | +3.7% | -0.4% | +2.5% |
| 3M | +3.1% | +17.5% | -14.4% | 0.0% |
| 6M | -0.7% | +18.5% | -19.2% | -4.4% |
| YTD | +25.2% | -16.3% | +41.5% | +27.7% |
| 1Y | +32.9% | -29.7% | +62.6% | +39.6% |
| 3Y | +140.6% | +14.2% | +126.4% | +131.7% |
| 5Y | +273.5% | +2.5% | +271.0% | +254.4% |
| All | +347.5% | +38.2% | +309.3% | +320.0% |
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