+83.4%
SHAK vs WTW
+198.0%
-114.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | -8.3% | -5.7% | -2.6% | -5.5% |
| 30D | -12.6% | -7.3% | -5.4% | -9.3% |
| 3M | +9.1% | +21.5% | -12.3% | -1.4% |
| 6M | -31.2% | +9.6% | -40.9% | -35.4% |
| YTD | -21.6% | -3.3% | -18.3% | -21.8% |
| 1Y | -38.8% | -6.1% | -32.6% | -38.1% |
| 3Y | +0.6% | +61.8% | -61.2% | -28.1% |
| 5Y | -22.5% | +42.7% | -65.2% | -40.7% |
| All | +83.4% | +198.0% | -114.6% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling