+513.6%
EWT vs SHAK
+87.2%
+426.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.3% | +1.4% |
| 7D | -1.1% | -8.3% | +7.2% | 0.0% |
| 30D | +4.5% | -12.6% | +17.1% | +6.3% |
| 3M | +8.3% | +9.1% | -0.9% | +6.4% |
| 6M | +54.2% | -31.2% | +85.5% | +60.1% |
| YTD | +74.6% | -21.6% | +96.2% | +77.4% |
| 1Y | +84.9% | -38.8% | +123.7% | +94.1% |
| 3Y | +197.5% | +0.6% | +196.9% | +182.7% |
| 5Y | +150.6% | -22.5% | +173.1% | +138.1% |
| All | +513.6% | +87.2% | +426.4% | +403.6% |
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 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