-33.2%
OWL vs WOLF
+51.6%
-84.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.5% | +2.3% | -2.8% |
| 7D | -6.4% | +2.4% | -8.7% | -6.5% |
| 30D | -5.0% | -6.9% | +1.9% | -4.8% |
| 3M | +15.4% | -44.1% | +59.5% | +17.8% |
| 6M | +15.5% | +53.6% | -38.1% | +8.3% |
| YTD | -22.7% | +56.7% | -79.4% | -27.7% |
| All | -33.2% | +51.6% | -84.8% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling