+4.3%
ACN vs WOLF
+37.9%
-33.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.6% | -0.4% |
| 7D | -3.8% | +4.4% | -8.2% | -3.4% |
| 30D | +16.5% | +1.0% | +15.5% | +17.4% |
| 3M | +41.5% | -21.2% | +62.7% | +40.6% |
| 6M | +60.1% | -60.3% | +120.4% | +56.7% |
| YTD | -3.9% | +42.6% | -46.6% | -6.9% |
| 1Y | +4.1% | +36.5% | -32.4% | +1.0% |
| All | +4.3% | +37.9% | -33.6% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling