+1,328.4%
WDC vs SHAK
-5.6%
+1,334.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -4.0% |
| 7D | +4.4% | -11.0% | +15.4% | +6.9% |
| 30D | +5.3% | -14.0% | +19.3% | +8.5% |
| 3M | -5.9% | +13.3% | -19.2% | -9.4% |
| 6M | +73.2% | -35.3% | +108.6% | +88.3% |
| YTD | +167.8% | -24.0% | +191.8% | +179.7% |
| 1Y | +386.0% | -36.7% | +422.7% | +427.0% |
| All | +1,328.4% | -5.6% | +1,334.1% | +1,301.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling