+2,993.7%
SHOP vs WULF
+82.7%
+2,911.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +1.4% |
| 7D | -11.2% | +1.4% | -12.6% | -11.5% |
| 30D | -14.4% | -2.6% | -11.8% | -14.4% |
| 3M | +16.6% | -34.0% | +50.5% | +20.0% |
| 6M | -0.6% | +10.0% | -10.6% | -4.1% |
| YTD | -20.0% | +45.7% | -65.7% | -25.8% |
| 1Y | -11.2% | +57.3% | -68.5% | -19.1% |
| 3Y | +99.5% | +878.9% | -779.5% | +32.9% |
| 5Y | -13.2% | -28.3% | +15.1% | -42.0% |
| All | +2,993.7% | +82.7% | +2,911.0% | +1,951.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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