+0.8%
SWK vs SHAK
+84.4%
-83.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.0% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | -8.9% | -5.2% | -3.7% | -7.6% |
| 3M | +20.5% | +27.3% | -6.8% | +12.0% |
| 6M | +27.1% | -27.9% | +55.0% | +35.4% |
| YTD | +30.2% | -17.0% | +47.1% | +32.7% |
| 1Y | +24.8% | -30.9% | +55.7% | +33.5% |
| 3Y | +16.3% | +3.4% | +12.9% | +5.5% |
| 5Y | -40.1% | -20.5% | -19.6% | -45.0% |
| 10Y | +0.8% | +88.3% | -87.5% | -39.3% |
| All | +0.8% | +84.4% | -83.6% | -39.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling