+238.4%
WAT vs SHAK
+43.4%
+195.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | -0.7% | -0.3% | -0.4% | -0.7% |
| 30D | -1.0% | -5.2% | +4.3% | -0.1% |
| 3M | +10.9% | +27.3% | -16.4% | +6.0% |
| 6M | +33.2% | -27.9% | +61.1% | +38.4% |
| YTD | +6.1% | -17.0% | +23.0% | +7.4% |
| 1Y | +30.2% | -30.9% | +61.2% | +35.6% |
| 3Y | +52.9% | +3.4% | +49.5% | +45.5% |
| 5Y | -5.1% | -20.5% | +15.4% | -9.5% |
| 10Y | +152.6% | +88.3% | +64.4% | +100.2% |
| All | +238.4% | +43.4% | +195.0% | +172.4% |
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