+7.6%
WOLF vs ACM
-47.7%
+55.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | 0.0% | +16.8% | +16.8% |
| 7D | +8.2% | +5.4% | +2.9% | +7.5% |
| 30D | -24.2% | +15.1% | -39.3% | -25.6% |
| 3M | -13.8% | -10.5% | -3.3% | -11.8% |
| 6M | -44.8% | -19.7% | -25.1% | -40.4% |
| YTD | +36.6% | -28.8% | +65.5% | +55.1% |
| 1Y | +27.6% | -47.9% | +75.4% | +73.3% |
| All | +7.6% | -47.7% | +55.4% | +48.3% |
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 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