+132.9%
WDAY vs SHAK
+31.3%
+101.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | -10.5% | -11.0% | +0.4% | -8.1% |
| 30D | +2.1% | -14.0% | +16.1% | +5.7% |
| 3M | +34.6% | +13.3% | +21.4% | +30.3% |
| 6M | +29.9% | -35.3% | +65.2% | +39.7% |
| YTD | -13.8% | -24.0% | +10.2% | -11.3% |
| 1Y | -18.3% | -36.7% | +18.4% | -12.4% |
| 3Y | -26.2% | -5.4% | -20.8% | -32.4% |
| 5Y | -30.8% | -24.9% | -5.9% | -36.1% |
| 10Y | +112.2% | +79.6% | +32.6% | +44.1% |
| All | +132.9% | +31.3% | +101.7% | +70.5% |
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 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