-22.9%
SHAK vs WTW
+8.6%
-31.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.9% | +3.2% |
| 7D | +8.3% | +4.9% | +3.4% | +7.3% |
| 30D | +16.7% | +17.1% | -0.4% | +13.1% |
| 3M | +10.0% | -0.3% | +10.3% | +9.5% |
| 6M | -23.8% | +30.7% | -54.5% | -26.0% |
| YTD | -10.3% | +3.7% | -14.0% | -8.4% |
| 1Y | -22.9% | +5.9% | -28.8% | -22.4% |
| All | -22.9% | +8.6% | -31.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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