+5.9%
SHAK vs TW
+211.2%
-205.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.5% | -6.5% |
| 7D | -7.2% | -0.5% | -6.7% | -7.0% |
| 30D | -11.8% | -0.6% | -11.2% | -11.7% |
| 3M | +17.2% | +3.4% | +13.8% | +14.6% |
| 6M | -34.1% | -18.4% | -15.7% | -28.9% |
| YTD | -22.4% | -3.9% | -18.5% | -22.8% |
| 1Y | -35.9% | -13.3% | -22.6% | -33.3% |
| 3Y | -3.4% | +20.8% | -24.2% | -16.6% |
| 5Y | -25.4% | +20.3% | -45.7% | -37.0% |
| All | +5.9% | +211.2% | -205.3% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling