+227.8%
WULF vs OWL
+27.7%
+200.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -1.8% |
| 7D | +15.6% | -6.4% | +22.0% | +20.8% |
| 30D | +5.7% | -5.0% | +10.7% | +8.0% |
| 3M | -32.3% | +15.4% | -47.7% | -40.5% |
| 6M | +23.7% | +15.5% | +8.2% | +5.3% |
| YTD | +49.1% | -22.7% | +71.8% | +71.6% |
| 1Y | +66.3% | -34.1% | +100.4% | +112.9% |
| 3Y | +851.7% | +5.1% | +846.6% | +862.9% |
| 5Y | -30.9% | -11.5% | -19.5% | -31.2% |
| All | +227.8% | +27.7% | +200.1% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling