-22.1%
WULF vs OWL
-28.0%
+6.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.1% | -9.7% | -7.8% |
| 7D | -12.8% | +10.1% | -23.0% | -16.8% |
| 30D | -20.9% | +18.7% | -39.6% | -27.2% |
| 3M | -38.0% | -6.2% | -31.8% | -37.4% |
| 6M | -47.5% | +9.8% | -57.3% | -51.2% |
| YTD | +1.8% | -24.2% | +26.0% | +19.6% |
| 1Y | -22.1% | -26.6% | +4.5% | -5.0% |
| All | -22.1% | -28.0% | +6.0% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling