+456.8%
WCC vs SHAK
+43.4%
+413.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.3% |
| 7D | +8.5% | -0.3% | +8.8% | +8.5% |
| 30D | -1.0% | -5.2% | +4.3% | +0.4% |
| 3M | +2.1% | +27.3% | -25.2% | -5.4% |
| 6M | +36.8% | -27.9% | +64.7% | +45.6% |
| YTD | +47.7% | -17.0% | +64.7% | +50.6% |
| 1Y | +66.5% | -30.9% | +97.4% | +77.9% |
| 3Y | +134.2% | +3.4% | +130.8% | +115.2% |
| 5Y | +231.6% | -20.5% | +252.1% | +210.2% |
| 10Y | +508.1% | +88.3% | +419.8% | +323.8% |
| All | +456.8% | +43.4% | +413.4% | +290.1% |
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 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