-38.8%
SHAK vs GWRE
-44.7%
+5.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | -8.3% | -13.2% | +5.0% | -7.3% |
| 30D | -12.6% | -18.6% | +5.9% | -11.7% |
| 3M | +9.1% | +18.9% | -9.8% | +7.5% |
| 6M | -31.2% | -11.0% | -20.3% | -29.8% |
| YTD | -21.6% | -29.9% | +8.3% | -19.3% |
| 1Y | -38.8% | -44.3% | +5.6% | -31.3% |
| All | -38.8% | -44.7% | +5.9% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling