-14.7%
SHOP vs WULF
-35.5%
+20.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.6% | +0.6% |
| 7D | -13.2% | -0.6% | -12.7% | -13.3% |
| 30D | -17.0% | -3.6% | -13.4% | -17.0% |
| 3M | +17.0% | -30.4% | +47.4% | +20.6% |
| 6M | -2.1% | +12.5% | -14.6% | -7.2% |
| YTD | -21.4% | +40.5% | -61.8% | -28.8% |
| 1Y | -11.0% | +53.0% | -64.0% | -21.4% |
| 3Y | +100.9% | +796.7% | -695.7% | +11.9% |
| 5Y | -14.7% | -30.9% | +16.2% | -46.7% |
| All | -14.7% | -35.5% | +20.8% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling