+24.3%
W vs SHAK
-21.2%
+45.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.8% | +7.2% | +9.6% |
| 7D | +8.4% | +8.3% | 0.0% | +5.5% |
| 30D | +16.5% | +16.7% | -0.2% | +10.5% |
| 3M | +6.4% | +10.0% | -3.5% | +1.9% |
| 6M | +90.5% | -23.8% | +114.3% | +99.5% |
| YTD | +23.1% | -10.3% | +33.3% | +17.3% |
| 1Y | +24.3% | -22.9% | +47.2% | +39.0% |
| All | +24.3% | -21.2% | +45.5% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling