+99.4%
FWONK vs SHAK
-22.8%
+122.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.3% |
| 7D | +0.1% | -8.3% | +8.4% | +1.2% |
| 30D | -7.7% | -12.6% | +4.9% | -6.1% |
| 3M | +5.7% | +9.1% | -3.4% | +4.0% |
| 6M | +13.5% | -31.2% | +44.7% | +17.1% |
| YTD | -3.0% | -21.6% | +18.6% | -2.4% |
| 1Y | -6.4% | -38.8% | +32.4% | -2.2% |
| 3Y | +43.8% | +0.6% | +43.2% | +32.6% |
| All | +99.4% | -22.8% | +122.2% | +88.3% |
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