+4.1%
WOLF vs BAM
+4.2%
-0.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.2% | -4.6% | -2.4% |
| 7D | -14.5% | +14.2% | -28.7% | -22.4% |
| 30D | -32.0% | +21.0% | -53.0% | -41.2% |
| 3M | -15.8% | +5.2% | -21.0% | -19.8% |
| 6M | -36.6% | +16.0% | -52.6% | -44.4% |
| YTD | +30.9% | +6.5% | +24.4% | +14.0% |
| 1Y | +4.1% | +4.4% | -0.3% | -7.9% |
| All | +4.1% | +4.2% | -0.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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