-56.2%
BBWI vs SHAK
+87.2%
-143.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.2% | +3.3% | +5.3% |
| 7D | -4.8% | -8.3% | +3.5% | -1.9% |
| 30D | +3.5% | -12.6% | +16.1% | +8.3% |
| 3M | -0.3% | +9.1% | -9.4% | -4.0% |
| 6M | -5.4% | -31.2% | +25.9% | +3.8% |
| YTD | -4.7% | -21.6% | +16.9% | -0.4% |
| 1Y | -30.5% | -38.8% | +8.3% | -21.3% |
| 3Y | -44.3% | +0.6% | -44.9% | -49.4% |
| 5Y | -66.9% | -22.5% | -44.3% | -69.3% |
| All | -56.2% | +87.2% | -143.4% | -76.0% |
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