+188.3%
ITW vs SHAK
+87.2%
+101.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +0.6% |
| 7D | -0.7% | -8.3% | +7.6% | +0.6% |
| 30D | -8.3% | -12.6% | +4.3% | -6.4% |
| 3M | +6.0% | +9.1% | -3.1% | +4.1% |
| 6M | 0.0% | -31.2% | +31.2% | +4.5% |
| YTD | +10.2% | -21.6% | +31.8% | +12.3% |
| 1Y | +3.2% | -38.8% | +42.0% | +9.3% |
| 3Y | +21.0% | +0.6% | +20.4% | +12.9% |
| 5Y | +37.9% | -22.5% | +60.4% | +29.1% |
| All | +188.3% | +87.2% | +101.1% | +99.0% |
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 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