+15.7%
BWA vs SHAK
-21.2%
+36.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.8% | -6.4% | -3.0% |
| 7D | -9.9% | +8.3% | -18.2% | -10.8% |
| 30D | -16.4% | +16.7% | -33.1% | -18.1% |
| 3M | -19.8% | +10.0% | -29.8% | -20.8% |
| 6M | -10.0% | -23.8% | +13.8% | -6.4% |
| YTD | +12.7% | -10.3% | +23.0% | +12.9% |
| 1Y | +15.7% | -22.9% | +38.6% | +23.2% |
| All | +15.7% | -21.2% | +36.9% | +23.2% |
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