+878.9%
WULF vs SHAK
-2.6%
+881.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +2.4% |
| 7D | +1.4% | -8.3% | +9.7% | +5.0% |
| 30D | -2.6% | -12.6% | +10.0% | +3.0% |
| 3M | -34.0% | +9.1% | -43.1% | -37.6% |
| 6M | +10.0% | -31.2% | +41.2% | +24.9% |
| YTD | +45.7% | -21.6% | +67.3% | +53.8% |
| 1Y | +57.3% | -38.8% | +96.1% | +86.4% |
| 3Y | +878.9% | +0.6% | +878.3% | +867.8% |
| All | +878.9% | -2.6% | +881.6% | +867.8% |
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