+128.2%
NWSA vs SHAK
+34.1%
+94.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.8% |
| 7D | -3.1% | -7.2% | +4.1% | -1.8% |
| 30D | +4.3% | -11.8% | +16.1% | +6.6% |
| 3M | +9.2% | +17.2% | -7.9% | +5.5% |
| 6M | +21.6% | -34.1% | +55.7% | +28.2% |
| YTD | +14.2% | -22.4% | +36.6% | +16.2% |
| 1Y | +1.8% | -35.9% | +37.7% | +7.1% |
| 3Y | +44.4% | -3.4% | +47.8% | +34.0% |
| 5Y | +41.0% | -25.4% | +66.4% | +32.0% |
| 10Y | +150.0% | +83.4% | +66.6% | +90.4% |
| All | +128.2% | +34.1% | +94.1% | +78.0% |
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 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