+23.4%
WOLF vs ACM
-50.1%
+73.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.1% | -2.5% | -5.2% |
| 7D | +2.4% | -3.7% | +6.0% | +2.8% |
| 30D | -6.9% | -12.7% | +5.8% | -4.7% |
| 3M | -44.1% | -9.8% | -34.3% | -42.8% |
| 6M | +53.6% | -31.4% | +85.0% | +76.5% |
| YTD | +56.7% | -32.1% | +88.8% | +79.3% |
| All | +23.4% | -50.1% | +73.6% | +71.4% |
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