-22.1%
WULF vs SHAK
-21.2%
-0.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.8% | -10.4% | -7.4% |
| 7D | -12.8% | +8.3% | -21.1% | -14.6% |
| 30D | -20.9% | +16.7% | -37.6% | -23.8% |
| 3M | -38.0% | +10.0% | -48.0% | -39.6% |
| 6M | -47.5% | -23.8% | -23.7% | -42.5% |
| YTD | +1.8% | -10.3% | +12.1% | +8.6% |
| 1Y | -22.1% | -22.9% | +0.8% | -8.2% |
| All | -22.1% | -21.2% | -0.8% | -8.2% |
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