-68.9%
BBWI vs SHAK
-27.4%
-41.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -8.0% | -11.0% | +3.0% | -4.1% |
| 30D | -6.6% | -14.0% | +7.4% | -1.6% |
| 3M | -2.7% | +13.3% | -16.0% | -7.8% |
| 6M | -12.8% | -35.3% | +22.5% | -1.9% |
| YTD | -10.5% | -24.0% | +13.5% | -5.5% |
| 1Y | -35.3% | -36.7% | +1.4% | -27.6% |
| 3Y | -47.7% | -5.4% | -42.4% | -52.4% |
| 5Y | -68.9% | -24.9% | -44.0% | -72.7% |
| All | -68.9% | -27.4% | -41.5% | -72.7% |
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