+86.1%
WULF vs SHAK
-34.0%
+120.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | -0.7% | +8.3% | +7.8% |
| 30D | -8.6% | -6.6% | -2.0% | -7.2% |
| 3M | -37.0% | +30.1% | -67.0% | -41.5% |
| 6M | +7.4% | -28.7% | +36.2% | +18.2% |
| YTD | +43.7% | -14.5% | +58.2% | +53.8% |
| 1Y | +86.1% | -31.9% | +118.0% | +116.1% |
| All | +86.1% | -34.0% | +120.1% | +116.1% |
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