+30.7%
WOLF vs ACM
-48.6%
+79.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +9.8% | -0.3% | +10.1% | +9.8% |
| 30D | -12.1% | -12.9% | +0.8% | -9.5% |
| 3M | -47.9% | -6.4% | -41.5% | -47.0% |
| 6M | +74.3% | -29.2% | +103.5% | +99.5% |
| YTD | +65.9% | -29.9% | +95.8% | +89.1% |
| All | +30.7% | -48.6% | +79.2% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling