+258.6%
WAB vs SHAK
+34.1%
+224.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -0.1% |
| 7D | +0.2% | -7.2% | +7.4% | +1.7% |
| 30D | -4.6% | -11.8% | +7.3% | -2.2% |
| 3M | +5.6% | +17.2% | -11.5% | +1.6% |
| 6M | +13.8% | -34.1% | +47.9% | +21.1% |
| YTD | +31.9% | -22.4% | +54.2% | +35.1% |
| 1Y | +48.3% | -35.9% | +84.2% | +57.4% |
| 3Y | +167.1% | -3.4% | +170.5% | +149.3% |
| 5Y | +222.9% | -25.4% | +248.3% | +202.8% |
| 10Y | +289.9% | +83.4% | +206.5% | +187.9% |
| All | +258.6% | +34.1% | +224.5% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling