+18.7%
WOLF vs ACM
-44.7%
+63.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +17.0% | +6.6% | +10.4% | +15.8% |
| 30D | -14.3% | +19.8% | -34.1% | -16.6% |
| 3M | -10.5% | -3.1% | -7.3% | -10.0% |
| 6M | -43.7% | -11.5% | -32.2% | -41.0% |
| YTD | +50.7% | -24.7% | +75.3% | +69.3% |
| 1Y | +46.7% | -45.1% | +91.8% | +99.0% |
| All | +18.7% | -44.7% | +63.4% | +61.9% |
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