+149.3%
BWA vs SHAK
+87.2%
+62.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.8% |
| 7D | -1.3% | -8.3% | +7.0% | +0.5% |
| 30D | -2.9% | -12.6% | +9.7% | -0.2% |
| 3M | -10.7% | +9.1% | -19.8% | -12.9% |
| 6M | +26.5% | -31.2% | +57.7% | +34.1% |
| YTD | +49.1% | -21.6% | +70.7% | +52.8% |
| 1Y | +52.1% | -38.8% | +90.8% | +64.1% |
| 3Y | +72.6% | +0.6% | +72.0% | +57.2% |
| 5Y | +89.4% | -22.5% | +111.9% | +74.0% |
| All | +149.3% | +87.2% | +62.1% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling