+21.0%
ITW vs SHAK
-2.6%
+23.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +0.7% |
| 7D | -0.7% | -8.3% | +7.6% | +0.3% |
| 30D | -8.3% | -12.6% | +4.3% | -6.8% |
| 3M | +6.0% | +9.1% | -3.1% | +4.6% |
| 6M | 0.0% | -31.2% | +31.2% | +3.6% |
| YTD | +10.2% | -21.6% | +31.8% | +12.0% |
| 1Y | +3.2% | -38.8% | +42.0% | +8.1% |
| 3Y | +21.0% | +0.6% | +20.4% | +15.5% |
| All | +21.0% | -2.6% | +23.6% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling