+552.3%
GWW vs SHAK
+34.1%
+518.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | 0.0% |
| 7D | -0.5% | -7.2% | +6.7% | +0.5% |
| 30D | -1.4% | -11.8% | +10.4% | +0.1% |
| 3M | -3.6% | +17.2% | -20.8% | -6.0% |
| 6M | +15.1% | -34.1% | +49.3% | +19.5% |
| YTD | +27.5% | -22.4% | +49.9% | +29.1% |
| 1Y | +29.6% | -35.9% | +65.5% | +34.5% |
| 3Y | +90.1% | -3.4% | +93.4% | +81.1% |
| 5Y | +222.6% | -25.4% | +248.0% | +207.6% |
| 10Y | +566.5% | +83.4% | +483.1% | +421.1% |
| All | +552.3% | +34.1% | +518.3% | +404.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling