+30.7%
WOLF vs SHAK
-28.2%
+58.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.0% |
| 7D | +9.8% | -0.3% | +10.1% | +9.8% |
| 30D | -12.1% | -5.2% | -6.9% | -12.0% |
| 3M | -47.9% | +27.3% | -75.2% | -49.1% |
| 6M | +74.3% | -27.9% | +102.2% | +81.8% |
| YTD | +65.9% | -17.0% | +82.8% | +66.6% |
| All | +30.7% | -28.2% | +58.8% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling