+511.5%
WCN vs SHAK
+34.1%
+477.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.5% | +5.3% | -0.7% |
| 7D | -1.7% | -7.2% | +5.5% | -1.2% |
| 30D | -3.0% | -11.8% | +8.8% | -2.0% |
| 3M | +2.5% | +17.2% | -14.6% | +1.0% |
| 6M | -5.7% | -34.1% | +28.4% | -3.4% |
| YTD | -7.4% | -22.4% | +14.9% | -6.6% |
| 1Y | -8.6% | -35.9% | +27.3% | -6.4% |
| 3Y | +19.4% | -3.4% | +22.7% | +15.3% |
| 5Y | +27.2% | -25.4% | +52.6% | +22.6% |
| 10Y | +238.5% | +83.4% | +155.1% | +185.7% |
| All | +511.5% | +34.1% | +477.5% | +424.4% |
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