+12.4%
WOLF vs BAM
-8.2%
+20.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.2% | -6.6% | -6.5% |
| 7D | +4.4% | -2.7% | +7.1% | +6.5% |
| 30D | +1.0% | +15.5% | -14.5% | -10.0% |
| 3M | -21.2% | -6.9% | -14.3% | -16.8% |
| 6M | -60.3% | +9.9% | -70.2% | -63.7% |
| YTD | +42.6% | +1.4% | +41.2% | +32.1% |
| 1Y | +36.5% | +3.3% | +33.2% | +23.6% |
| All | +12.4% | -8.2% | +20.6% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling