-57.8%
BBWI vs SHAK
+43.4%
-101.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -6.2% | -5.2% | -1.0% | -4.9% |
| 3M | +4.3% | +27.3% | -22.9% | -3.4% |
| 6M | -7.2% | -27.9% | +20.7% | -0.9% |
| YTD | -3.0% | -17.0% | +13.9% | -0.8% |
| 1Y | -30.8% | -30.9% | +0.2% | -25.8% |
| 3Y | -43.4% | +3.4% | -46.8% | -47.6% |
| 5Y | -66.7% | -20.5% | -46.2% | -68.6% |
| 10Y | -55.7% | +88.3% | -143.9% | -68.8% |
| All | -57.8% | +43.4% | -101.2% | -70.3% |
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