+55.9%
BWA vs SHAK
-34.0%
+89.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | +5.7% | -0.7% | +6.4% | +5.8% |
| 30D | +1.4% | -6.6% | +8.0% | +2.3% |
| 3M | -12.1% | +30.1% | -42.1% | -14.9% |
| 6M | +28.6% | -28.7% | +57.3% | +34.1% |
| YTD | +51.1% | -14.5% | +65.6% | +52.8% |
| 1Y | +55.9% | -31.9% | +87.7% | +63.5% |
| All | +55.9% | -34.0% | +89.9% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling