+27.3%
WAT vs SHAK
-21.2%
+48.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.2% |
| 7D | -1.9% | +8.3% | -10.3% | -3.0% |
| 30D | +6.2% | +16.7% | -10.5% | +3.9% |
| 3M | +18.1% | +10.0% | +8.1% | +16.1% |
| 6M | +54.9% | -23.8% | +78.7% | +59.7% |
| YTD | +23.1% | -10.3% | +33.4% | +24.9% |
| 1Y | +27.3% | -22.9% | +50.2% | +37.1% |
| All | +27.3% | -21.2% | +48.5% | +37.1% |
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