+30.7%
WOLF vs BAM
-13.0%
+43.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +4.5% |
| 7D | +9.8% | -1.6% | +11.4% | +11.0% |
| 30D | -12.1% | -6.0% | -6.1% | -8.7% |
| 3M | -47.9% | +7.3% | -55.2% | -52.1% |
| 6M | +74.3% | +8.2% | +66.1% | +59.1% |
| YTD | +65.9% | -3.8% | +69.7% | +59.7% |
| All | +30.7% | -13.0% | +43.6% | +41.0% |
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