+317.0%
FWONK vs SHAK
+87.2%
+229.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.5% |
| 7D | +0.1% | -8.3% | +8.4% | +1.8% |
| 30D | -7.7% | -12.6% | +4.9% | -5.3% |
| 3M | +5.7% | +9.1% | -3.4% | +3.2% |
| 6M | +13.5% | -31.2% | +44.7% | +19.1% |
| YTD | -3.0% | -21.6% | +18.6% | -1.8% |
| 1Y | -6.4% | -38.8% | +32.4% | -0.3% |
| 3Y | +43.8% | +0.6% | +43.2% | +28.9% |
| 5Y | +98.6% | -22.5% | +121.1% | +79.7% |
| All | +317.0% | +87.2% | +229.8% | +174.1% |
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 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