+12.4%
WOLF vs ACM
-44.8%
+57.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.6% | -6.9% | -6.4% |
| 7D | +4.4% | +5.6% | -1.3% | +3.4% |
| 30D | +1.0% | +20.8% | -19.8% | -1.8% |
| 3M | -21.2% | +11.4% | -32.6% | -22.7% |
| 6M | -60.3% | +0.9% | -61.3% | -60.2% |
| YTD | +42.6% | -24.8% | +67.4% | +60.3% |
| 1Y | +36.5% | -46.4% | +82.9% | +94.7% |
| All | +12.4% | -44.8% | +57.1% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling