-2.7%
WBD vs SHAK
+31.3%
-34.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | -0.6% | -11.0% | +10.4% | +2.4% |
| 30D | +4.2% | -14.0% | +18.2% | +8.2% |
| 3M | +7.5% | +13.3% | -5.7% | +2.9% |
| 6M | +1.6% | -35.3% | +36.9% | +10.2% |
| YTD | -2.2% | -24.0% | +21.8% | +0.7% |
| 1Y | +124.9% | -36.7% | +161.6% | +143.1% |
| 3Y | +149.1% | -5.4% | +154.5% | +132.5% |
| 5Y | +7.8% | -24.9% | +32.7% | +2.2% |
| 10Y | +14.9% | +79.6% | -64.8% | -12.3% |
| All | -2.7% | +31.3% | -34.0% | -20.5% |
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