+225.7%
WCC vs SHAK
-22.8%
+248.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.6% |
| 7D | +1.4% | -8.3% | +9.7% | +4.0% |
| 30D | -2.3% | -12.6% | +10.4% | +1.8% |
| 3M | +3.7% | +9.1% | -5.5% | -0.1% |
| 6M | +34.8% | -31.2% | +66.0% | +46.9% |
| YTD | +46.1% | -21.6% | +67.7% | +51.8% |
| 1Y | +62.7% | -38.8% | +101.5% | +82.7% |
| 3Y | +133.6% | +0.6% | +133.0% | +110.2% |
| All | +225.7% | -22.8% | +248.5% | +195.1% |
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 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