+0.6%
SHAK vs WTW
+61.9%
-61.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.1% |
| 7D | -8.3% | -5.7% | -2.6% | -7.3% |
| 30D | -12.6% | -7.3% | -5.4% | -11.4% |
| 3M | +9.1% | +21.5% | -12.3% | +5.9% |
| 6M | -31.2% | +9.6% | -40.9% | -32.0% |
| YTD | -21.6% | -3.3% | -18.3% | -20.6% |
| 1Y | -38.8% | -6.1% | -32.6% | -37.6% |
| 3Y | +0.6% | +61.8% | -61.2% | +1.8% |
| All | +0.6% | +61.9% | -61.3% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling