-1.6%
SW vs SHAK
-18.4%
+16.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.8% |
| 7D | +4.7% | -1.0% | +5.6% | +4.8% |
| 30D | +5.0% | +8.1% | -3.1% | +3.4% |
| 3M | -7.3% | -6.1% | -1.3% | -6.5% |
| 6M | +15.0% | -27.7% | +42.7% | +19.5% |
| YTD | +18.5% | -14.0% | +32.5% | +19.0% |
| 1Y | +27.1% | -27.1% | +54.2% | +31.2% |
| 3Y | +49.3% | +17.3% | +32.0% | +41.6% |
| 5Y | -1.6% | -23.2% | +21.6% | -4.1% |
| All | -1.6% | -18.4% | +16.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 5y: compounded portfolio wealth divided by compounded SHAK 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…
5y analysis · Full analysis span regression · 6 months rolling