+26.4%
WCC vs SHAK
-21.2%
+47.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +3.8% | -13.7% | -10.5% |
| 7D | -8.8% | +8.3% | -17.1% | -10.0% |
| 30D | -16.0% | +16.7% | -32.7% | -18.2% |
| 3M | -15.2% | +10.0% | -25.2% | -16.9% |
| 6M | -8.4% | -23.8% | +15.4% | -3.3% |
| YTD | +30.1% | -10.3% | +40.4% | +35.9% |
| 1Y | +26.4% | -22.9% | +49.3% | +43.1% |
| All | +26.4% | -21.2% | +47.7% | +43.1% |
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