+182.0%
WEC vs SHAK
+43.4%
+138.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.2% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | -5.2% | +5.6% | +0.6% |
| 3M | -2.9% | +27.3% | -30.2% | -4.3% |
| 6M | -5.9% | -27.9% | +22.0% | -4.9% |
| YTD | +4.1% | -17.0% | +21.1% | +4.4% |
| 1Y | +3.1% | -30.9% | +34.1% | +4.3% |
| 3Y | +40.8% | +3.4% | +37.4% | +36.8% |
| 5Y | +31.7% | -20.5% | +52.2% | +27.9% |
| 10Y | +141.1% | +88.3% | +52.8% | +115.9% |
| All | +182.0% | +43.4% | +138.6% | +149.1% |
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