+273.1%
ITW vs SHAK
+31.3%
+241.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +0.8% |
| 7D | -2.4% | -11.0% | +8.6% | -0.7% |
| 30D | -9.5% | -14.0% | +4.5% | -7.6% |
| 3M | +6.6% | +13.3% | -6.6% | +4.3% |
| 6M | -1.8% | -35.3% | +33.6% | +3.1% |
| YTD | +9.0% | -24.0% | +33.0% | +11.4% |
| 1Y | +3.6% | -36.7% | +40.3% | +8.5% |
| 3Y | +19.4% | -5.4% | +24.8% | +13.9% |
| 5Y | +36.4% | -24.9% | +61.3% | +29.8% |
| 10Y | +190.0% | +79.6% | +110.3% | +127.0% |
| All | +273.1% | +31.3% | +241.8% | +194.6% |
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