+125.5%
WCC vs SHAK
-5.6%
+131.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.2% | -2.6% |
| 7D | +1.7% | -11.0% | +12.6% | +5.1% |
| 30D | -6.1% | -14.0% | +8.0% | -2.0% |
| 3M | +3.1% | +13.3% | -10.2% | -1.7% |
| 6M | +28.2% | -35.3% | +63.6% | +42.4% |
| YTD | +41.1% | -24.0% | +65.1% | +47.8% |
| 1Y | +61.3% | -36.7% | +98.0% | +78.9% |
| All | +125.5% | -5.6% | +131.2% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling