+36.6%
WAT vs SHAK
-34.0%
+70.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.0% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +2.3% | -6.6% | +9.0% | +3.4% |
| 3M | +8.7% | +30.1% | -21.3% | +3.8% |
| 6M | +28.3% | -28.7% | +57.1% | +33.7% |
| YTD | +7.8% | -14.5% | +22.3% | +9.4% |
| 1Y | +36.6% | -31.9% | +68.5% | +44.8% |
| All | +36.6% | -34.0% | +70.6% | +44.8% |
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 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