+57.3%
WULF vs OWL
-38.6%
+96.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.2% |
| 7D | +1.4% | -10.1% | +11.5% | +5.8% |
| 30D | -2.6% | -11.9% | +9.3% | +1.8% |
| 3M | -34.0% | +10.7% | -44.7% | -37.9% |
| 6M | +10.0% | +22.1% | -12.1% | -2.9% |
| YTD | +45.7% | -24.8% | +70.5% | +63.9% |
| 1Y | +57.3% | -39.2% | +96.5% | +76.0% |
| All | +57.3% | -38.6% | +96.0% | +76.0% |
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