-24.7%
SHAK vs TW
+19.5%
-44.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.6% |
| 7D | -8.3% | -4.5% | -3.8% | -6.4% |
| 30D | -12.6% | -2.3% | -10.4% | -11.9% |
| 3M | +9.1% | +2.6% | +6.5% | +7.1% |
| 6M | -31.2% | -17.5% | -13.7% | -26.0% |
| YTD | -21.6% | -5.3% | -16.3% | -21.6% |
| 1Y | -38.8% | -14.8% | -24.0% | -35.5% |
| 3Y | +0.6% | +18.8% | -18.2% | -16.2% |
| All | -24.7% | +19.5% | -44.2% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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