+28.3%
WOLF vs SHAK
-26.0%
+54.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +9.7% | -0.7% | +10.4% | +9.7% |
| 30D | +12.5% | -6.6% | +19.2% | +12.8% |
| 3M | -57.7% | +30.1% | -87.8% | -58.7% |
| 6M | +37.7% | -28.7% | +66.4% | +46.8% |
| YTD | +62.8% | -14.5% | +77.3% | +63.4% |
| All | +28.3% | -26.0% | +54.3% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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