+35.0%
WAT vs SHAK
-34.9%
+69.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.2% |
| 7D | -0.3% | -8.3% | +8.0% | +1.0% |
| 30D | -1.9% | -12.6% | +10.8% | +0.1% |
| 3M | +13.5% | +9.1% | +4.4% | +11.5% |
| 6M | +37.2% | -31.2% | +68.5% | +43.4% |
| YTD | +7.5% | -21.6% | +29.1% | +10.6% |
| 1Y | +35.0% | -38.8% | +73.8% | +46.0% |
| All | +35.0% | -34.9% | +69.9% | +46.0% |
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