+46.7%
WOLF vs ACM
-45.8%
+92.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +17.0% | +6.6% | +10.4% | +16.2% |
| 30D | -14.3% | +19.8% | -34.1% | -15.7% |
| 3M | -10.5% | -3.1% | -7.3% | -10.1% |
| 6M | -43.7% | -11.5% | -32.2% | -41.3% |
| YTD | +50.7% | -24.7% | +75.3% | +67.3% |
| 1Y | +46.7% | -45.1% | +91.8% | +81.2% |
| All | +46.7% | -45.8% | +92.5% | +81.2% |
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