+44.9%
WAB vs SHAK
-21.2%
+66.2%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | +0.7% |
| 7D | +4.5% | +8.3% | -3.8% | +3.6% |
| 30D | +1.1% | +16.7% | -15.6% | -0.6% |
| 3M | -1.3% | +10.0% | -11.2% | -2.5% |
| 6M | +12.7% | -23.8% | +36.5% | +16.8% |
| YTD | +38.7% | -10.3% | +49.0% | +39.5% |
| 1Y | +44.9% | -22.9% | +67.8% | +55.4% |
| All | +44.9% | -21.2% | +66.2% | +55.4% |
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 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