+13.9%
WOLF vs SHAK
-34.2%
+48.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -2.1% | -5.7% | -7.6% |
| 7D | -6.2% | -11.0% | +4.7% | -5.7% |
| 30D | -16.5% | -14.0% | -2.5% | -15.9% |
| 3M | -42.0% | +13.3% | -55.3% | -43.0% |
| 6M | +51.8% | -35.3% | +87.1% | +60.7% |
| YTD | +44.6% | -24.0% | +68.6% | +45.9% |
| All | +13.9% | -34.2% | +48.1% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling