-31.0%
OWL vs WOLF
+60.4%
-91.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.4% | -4.6% |
| 7D | -3.9% | +9.8% | -13.7% | -4.6% |
| 30D | -3.7% | -12.1% | +8.5% | -3.1% |
| 3M | +21.4% | -47.9% | +69.3% | +24.3% |
| 6M | +18.3% | +74.3% | -55.9% | +9.9% |
| YTD | -20.1% | +65.9% | -86.0% | -25.6% |
| All | -31.0% | +60.4% | -91.5% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling