+64.1%
BWA vs SHAK
+31.3%
+32.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.7% | +1.1% |
| 7D | -0.1% | -11.0% | +10.9% | +2.3% |
| 30D | -5.5% | -14.0% | +8.6% | -2.6% |
| 3M | -7.6% | +13.3% | -20.9% | -10.4% |
| 6M | +25.0% | -35.3% | +60.3% | +33.7% |
| YTD | +47.0% | -24.0% | +70.9% | +51.4% |
| 1Y | +54.0% | -36.7% | +90.7% | +64.1% |
| 3Y | +70.7% | -5.4% | +76.0% | +59.5% |
| 5Y | +86.7% | -24.9% | +111.6% | +74.7% |
| 10Y | +154.0% | +79.6% | +74.3% | +84.3% |
| All | +64.1% | +31.3% | +32.8% | +25.1% |
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