+292.2%
WAB vs SHAK
+87.2%
+205.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.3% |
| 7D | +0.1% | -8.3% | +8.4% | +2.0% |
| 30D | -4.1% | -12.6% | +8.6% | -1.2% |
| 3M | +8.2% | +9.1% | -0.9% | +5.2% |
| 6M | +15.4% | -31.2% | +46.7% | +22.5% |
| YTD | +33.1% | -21.6% | +54.7% | +36.4% |
| 1Y | +48.1% | -38.8% | +86.8% | +60.2% |
| 3Y | +167.7% | +0.6% | +167.1% | +143.0% |
| 5Y | +225.7% | -22.5% | +248.2% | +197.4% |
| All | +292.2% | +87.2% | +205.0% | +144.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling