+41.2%
NWSA vs SHAK
-22.8%
+64.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.0% | -0.4% |
| 7D | -2.8% | -8.3% | +5.5% | -1.3% |
| 30D | +3.0% | -12.6% | +15.7% | +5.6% |
| 3M | +12.3% | +9.1% | +3.2% | +9.9% |
| 6M | +21.9% | -31.2% | +53.1% | +27.7% |
| YTD | +13.6% | -21.6% | +35.1% | +15.0% |
| 1Y | +0.5% | -38.8% | +39.3% | +7.2% |
| 3Y | +43.8% | +0.6% | +43.1% | +26.6% |
| All | +41.2% | -22.8% | +64.0% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling