+3.6%
WBD vs SHAK
-22.8%
+26.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.6% |
| 7D | -0.7% | -8.3% | +7.5% | +2.1% |
| 30D | +1.4% | -12.6% | +14.1% | +5.9% |
| 3M | +4.4% | +9.1% | -4.7% | -0.2% |
| 6M | +0.8% | -31.2% | +32.1% | +9.6% |
| YTD | -2.7% | -21.6% | +18.9% | -0.9% |
| 1Y | +73.4% | -38.8% | +112.2% | +93.7% |
| 3Y | +142.1% | +0.6% | +141.5% | +102.2% |
| All | +3.6% | -22.8% | +26.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling