+12.5%
ACWI vs SHAK
-19.6%
+32.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -0.7% | +3.0% | -3.7% | -0.9% |
| 30D | -2.0% | +8.2% | -10.2% | -2.7% |
| 3M | -2.2% | +4.6% | -6.7% | -2.7% |
| 6M | +1.9% | +16.3% | -14.5% | +0.3% |
| YTD | +12.0% | -7.6% | +19.5% | +12.2% |
| 1Y | +12.5% | -18.7% | +31.3% | +14.8% |
| All | +12.5% | -19.6% | +32.2% | +14.8% |
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 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