-35.9%
OWL vs WOLF
+39.8%
-75.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.7% | +3.8% | -3.4% |
| 7D | -11.9% | -6.2% | -5.7% | -11.5% |
| 30D | -13.7% | -16.5% | +2.8% | -12.9% |
| 3M | +12.3% | -42.0% | +54.3% | +14.5% |
| 6M | +15.0% | +51.8% | -36.8% | +7.8% |
| YTD | -25.7% | +44.6% | -70.3% | -30.2% |
| All | -35.9% | +39.8% | -75.7% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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