The North London band Wolf Alice has experienced a rapid ascent to fame, which could have been overwhelming if not for their cohesion as a group. In the summer of 2015, their debut album, “My Love Is Cool,” with its captivatingly dark and riff-heavy sound, led NME to declare it “the debut of the decade.” Highlighting their influence, BAFTA-winning director Michael Winterbottom accompanied the band on tour, documenting 16 performances and their behind-the-scenes activities.