-2.6%
SHOP vs WOLF
+57.5%
-60.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.6% | -6.2% | -0.7% |
| 7D | -5.1% | +9.7% | -14.8% | -5.4% |
| 30D | +0.6% | +12.5% | -12.0% | 0.0% |
| 3M | +25.0% | -57.7% | +82.8% | +29.1% |
| 6M | +11.9% | +37.7% | -25.8% | +1.8% |
| YTD | -9.9% | +62.8% | -72.7% | -19.2% |
| All | -2.6% | +57.5% | -60.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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