-44.3%
BBWI vs SHAK
-2.6%
-41.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.1% |
| 6M | -5.4% | -31.2% | +25.9% | +3.6% |
| YTD | -4.7% | -21.6% | +16.9% | -1.0% |
| 1Y | -30.5% | -38.8% | +8.3% | -21.1% |
| 3Y | -44.3% | +0.6% | -44.9% | -50.9% |
| All | -44.3% | -2.6% | -41.7% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling