+916.1%
WDC vs SHAK
-22.8%
+938.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.1% | -3.8% |
| 7D | -4.3% | -8.3% | +4.0% | -2.3% |
| 30D | -1.5% | -12.6% | +11.1% | +1.7% |
| 3M | -15.5% | +9.1% | -24.6% | -18.4% |
| 6M | +66.5% | -31.2% | +97.7% | +78.9% |
| YTD | +159.9% | -21.6% | +181.4% | +169.1% |
| 1Y | +366.0% | -38.8% | +404.7% | +413.5% |
| 3Y | +1,285.8% | +0.6% | +1,285.2% | +1,144.2% |
| All | +916.1% | -22.8% | +938.9% | +793.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling