+222.3%
WAB vs SHAK
-22.8%
+245.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.5% |
| 7D | +0.1% | -8.3% | +8.4% | +1.6% |
| 30D | -4.1% | -12.6% | +8.6% | -1.9% |
| 3M | +8.2% | +9.1% | -0.9% | +5.9% |
| 6M | +15.4% | -31.2% | +46.7% | +21.1% |
| YTD | +33.1% | -21.6% | +54.7% | +35.9% |
| 1Y | +48.1% | -38.8% | +86.8% | +57.9% |
| 3Y | +167.7% | +0.6% | +167.1% | +151.0% |
| All | +222.3% | -22.8% | +245.1% | +195.6% |
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