+417.4%
WDC vs SHAK
-34.0%
+451.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.8% |
| 7D | +1.7% | -0.7% | +2.4% | +1.9% |
| 30D | -10.0% | -6.6% | -3.3% | -8.9% |
| 3M | -18.8% | +30.1% | -48.8% | -23.3% |
| 6M | +79.0% | -28.7% | +107.8% | +97.7% |
| YTD | +171.6% | -14.5% | +186.1% | +181.4% |
| 1Y | +417.4% | -31.9% | +449.3% | +472.8% |
| All | +417.4% | -34.0% | +451.4% | +472.8% |
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