+28.3%
WOLF vs ACM
-48.1%
+76.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | +9.7% | -3.7% | +13.4% | +10.1% |
| 30D | +12.5% | -11.1% | +23.7% | +15.5% |
| 3M | -57.7% | -8.0% | -49.7% | -56.6% |
| 6M | +37.7% | -29.7% | +67.3% | +58.7% |
| YTD | +62.8% | -29.4% | +92.2% | +85.5% |
| All | +28.3% | -48.1% | +76.4% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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