+240.8%
ACWI vs SHAK
+59.7%
+181.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | -0.7% | +3.0% | -3.7% | -1.1% |
| 30D | -2.0% | +8.2% | -10.2% | -3.2% |
| 3M | -2.2% | +4.6% | -6.7% | -3.1% |
| 6M | +1.9% | +16.3% | -14.5% | -1.3% |
| YTD | +12.0% | -7.6% | +19.5% | +10.8% |
| 1Y | +12.5% | -18.7% | +31.3% | +13.4% |
| 3Y | +75.4% | +36.4% | +39.0% | +58.0% |
| 5Y | +61.5% | -10.5% | +72.0% | +50.0% |
| 10Y | +227.1% | +99.0% | +128.1% | +154.8% |
| All | +240.8% | +59.7% | +181.1% | +166.5% |
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