+137.7%
WMT vs OWL
+24.2%
+113.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.3% |
| 7D | 0.0% | -10.1% | +10.1% | +0.7% |
| 30D | -7.4% | -11.9% | +4.5% | -6.6% |
| 3M | -10.9% | +10.7% | -21.6% | -11.6% |
| 6M | -12.7% | +22.1% | -34.8% | -14.3% |
| YTD | -3.2% | -24.8% | +21.6% | -1.4% |
| 1Y | +5.3% | -39.2% | +44.5% | +8.9% |
| 3Y | +101.9% | +1.7% | +100.1% | +101.4% |
| 5Y | +134.6% | -15.5% | +150.1% | +131.4% |
| All | +137.7% | +24.2% | +113.5% | +134.8% |
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