+220.3%
WULF vs OWL
+24.2%
+196.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +2.8% |
| 7D | +1.4% | -10.1% | +11.5% | +9.1% |
| 30D | -2.6% | -11.9% | +9.3% | +5.2% |
| 3M | -34.0% | +10.7% | -44.7% | -40.3% |
| 6M | +10.0% | +22.1% | -12.1% | -9.9% |
| YTD | +45.7% | -24.8% | +70.5% | +71.3% |
| 1Y | +57.3% | -39.2% | +96.5% | +114.7% |
| 3Y | +878.9% | +1.7% | +877.2% | +914.3% |
| 5Y | -28.3% | -15.5% | -12.8% | -27.0% |
| All | +220.3% | +24.2% | +196.1% | +235.4% |
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