+142.0%
WEC vs SHAK
+87.2%
+54.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.2% |
| 7D | -0.6% | -8.3% | +7.7% | -0.1% |
| 30D | -2.6% | -12.6% | +10.0% | -1.9% |
| 3M | -6.0% | +9.1% | -15.2% | -6.7% |
| 6M | -5.4% | -31.2% | +25.8% | -3.9% |
| YTD | +2.5% | -21.6% | +24.1% | +3.1% |
| 1Y | -0.7% | -38.8% | +38.1% | +1.4% |
| 3Y | +38.7% | +0.6% | +38.1% | +33.7% |
| 5Y | +31.7% | -22.5% | +54.2% | +26.8% |
| All | +142.0% | +87.2% | +54.8% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling