+0.2%
SHOP vs WOLF
+53.8%
-53.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.6% |
| 7D | -2.5% | +21.5% | -23.9% | -3.3% |
| 30D | -16.7% | -1.2% | -15.5% | -16.9% |
| 3M | -2.2% | -8.2% | +6.0% | -2.5% |
| 6M | +45.6% | -45.0% | +90.5% | +45.9% |
| YTD | -7.3% | +59.0% | -66.3% | -17.3% |
| 1Y | -6.1% | +59.1% | -65.2% | -17.0% |
| All | +0.2% | +53.8% | -53.6% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling