+225.5%
GWW vs SHAK
-22.8%
+248.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.3% |
| 7D | -3.4% | -8.3% | +4.9% | -2.5% |
| 30D | -1.9% | -12.6% | +10.7% | -0.6% |
| 3M | -2.4% | +9.1% | -11.5% | -3.6% |
| 6M | +15.7% | -31.2% | +47.0% | +18.9% |
| YTD | +27.6% | -21.6% | +49.2% | +28.7% |
| 1Y | +27.2% | -38.8% | +66.0% | +32.1% |
| 3Y | +89.7% | +0.6% | +89.1% | +81.6% |
| All | +225.5% | -22.8% | +248.3% | +208.0% |
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