-18.1%
WDAY vs SHAK
-34.9%
+16.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | 0.0% |
| 7D | -5.2% | -8.3% | +3.1% | -4.2% |
| 30D | +5.9% | -12.6% | +18.6% | +7.6% |
| 3M | +42.3% | +9.1% | +33.1% | +41.0% |
| 6M | +34.7% | -31.2% | +66.0% | +33.1% |
| YTD | -13.5% | -21.6% | +8.0% | -17.0% |
| 1Y | -18.1% | -38.8% | +20.7% | -12.8% |
| All | -18.1% | -34.9% | +16.8% | -12.8% |
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