+25.2%
WOLF vs BAM
-6.4%
+31.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.3% | +6.8% |
| 7D | +21.5% | -2.9% | +24.3% | +24.4% |
| 30D | -1.2% | +14.7% | -15.9% | -11.2% |
| 3M | -8.2% | -4.1% | -4.0% | -5.3% |
| 6M | -45.0% | +9.6% | -54.6% | -49.6% |
| YTD | +59.0% | +3.4% | +55.6% | +45.1% |
| 1Y | +59.1% | +1.0% | +58.0% | +49.9% |
| All | +25.2% | -6.4% | +31.6% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling