+231.8%
ACWI vs SHAK
+77.6%
+154.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.5% |
| 7D | 0.0% | -7.2% | +7.2% | +1.2% |
| 30D | -0.6% | -11.8% | +11.2% | +1.4% |
| 3M | +4.3% | +17.2% | -12.9% | +1.0% |
| 6M | +12.7% | -34.1% | +46.8% | +18.6% |
| YTD | +13.9% | -22.4% | +36.3% | +16.2% |
| 1Y | +20.5% | -35.9% | +56.4% | +26.5% |
| 3Y | +76.5% | -3.4% | +79.9% | +65.9% |
| 5Y | +67.5% | -25.4% | +92.9% | +57.8% |
| 10Y | +231.8% | +83.4% | +148.4% | +146.9% |
| All | +231.8% | +77.6% | +154.2% | +146.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling