+43.8%
NWSA vs SHAK
-2.6%
+46.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.2% |
| 7D | -2.8% | -8.3% | +5.5% | -1.8% |
| 30D | +3.0% | -12.6% | +15.7% | +4.7% |
| 3M | +12.3% | +9.1% | +3.2% | +10.7% |
| 6M | +21.9% | -31.2% | +53.1% | +25.7% |
| YTD | +13.6% | -21.6% | +35.1% | +14.1% |
| 1Y | +0.5% | -38.8% | +39.3% | +5.0% |
| 3Y | +43.8% | +0.6% | +43.1% | +28.8% |
| All | +43.8% | -2.6% | +46.4% | +28.8% |
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