+20.8%
WULF vs SHAK
+35.4%
-14.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +3.0% |
| 7D | +1.4% | -8.3% | +9.7% | +3.3% |
| 30D | -2.6% | -12.6% | +10.0% | +0.3% |
| 3M | -34.0% | +9.1% | -43.1% | -35.8% |
| 6M | +10.0% | -31.2% | +41.2% | +17.3% |
| YTD | +45.7% | -21.6% | +67.3% | +50.7% |
| 1Y | +57.3% | -38.8% | +96.1% | +70.9% |
| 3Y | +878.9% | +0.6% | +878.3% | +872.8% |
| 5Y | -28.3% | -22.5% | -5.8% | -29.9% |
| 10Y | +82.7% | +85.3% | -2.6% | +70.2% |
| All | +20.8% | +35.4% | -14.6% | +12.7% |
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