-28.2%
EW vs SHAK
-27.4%
-0.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | -3.4% | -11.0% | +7.6% | -1.4% |
| 30D | -7.4% | -14.0% | +6.7% | -5.0% |
| 3M | +0.9% | +13.3% | -12.3% | -1.8% |
| 6M | +1.2% | -35.3% | +36.5% | +7.1% |
| YTD | +1.8% | -24.0% | +25.8% | +4.4% |
| 1Y | +10.8% | -36.7% | +47.6% | +17.0% |
| 3Y | +17.1% | -5.4% | +22.5% | +6.6% |
| 5Y | -28.2% | -24.9% | -3.3% | -34.6% |
| All | -28.2% | -27.4% | -0.8% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling