+60.2%
ACWI vs SHAK
-8.2%
+68.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.2% |
| 7D | -0.2% | +8.2% | -8.4% | -1.4% |
| 30D | -3.3% | +13.5% | -16.7% | -5.3% |
| 3M | -3.4% | +6.2% | -9.6% | -4.7% |
| 6M | +0.8% | +8.2% | -7.4% | -1.5% |
| YTD | +10.7% | -6.5% | +17.2% | +9.2% |
| 1Y | +11.6% | -19.2% | +30.8% | +12.8% |
| 3Y | +73.4% | +37.9% | +35.5% | +50.3% |
| 5Y | +60.2% | -9.5% | +69.6% | +44.1% |
| All | +60.2% | -8.2% | +68.4% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling