-40.4%
SHAK vs WETO
-99.4%
+59.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.4% | +8.6% | +3.1% |
| 7D | -8.3% | -4.3% | -4.0% | -8.3% |
| 30D | -12.6% | -39.9% | +27.3% | -12.4% |
| 3M | +9.1% | -97.9% | +107.0% | +11.9% |
| 6M | -31.2% | -95.0% | +63.8% | -31.3% |
| YTD | -21.6% | -97.2% | +75.6% | -22.2% |
| 1Y | -38.8% | -98.9% | +60.1% | -39.9% |
| All | -40.4% | -99.4% | +59.0% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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