+677.0%
WDC vs SHAK
+43.4%
+633.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.9% | +5.0% | +2.9% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +9.9% | -5.2% | +15.2% | +11.4% |
| 3M | -9.4% | +27.3% | -36.7% | -16.2% |
| 6M | +94.7% | -27.9% | +122.6% | +106.4% |
| YTD | +177.4% | -17.0% | +194.3% | +182.6% |
| 1Y | +412.6% | -30.9% | +443.5% | +445.6% |
| 3Y | +1,359.8% | +3.4% | +1,356.4% | +1,213.1% |
| 5Y | +992.6% | -20.5% | +1,013.0% | +899.1% |
| 10Y | +1,245.5% | +88.3% | +1,157.2% | +807.6% |
| All | +677.0% | +43.4% | +633.6% | +437.5% |
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