-2.3%
SW vs SHAK
-18.7%
+16.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -4.6% | -6.6% | +2.0% | -3.4% |
| 3M | +9.4% | +30.1% | -20.7% | +4.2% |
| 6M | +3.5% | -28.7% | +32.3% | +8.0% |
| YTD | +22.0% | -14.5% | +36.5% | +22.9% |
| 1Y | +2.2% | -31.9% | +34.1% | +6.9% |
| 3Y | +19.6% | -1.0% | +20.5% | +16.2% |
| All | -2.3% | -18.7% | +16.4% | -0.4% |
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