+201.1%
WELL vs SHAK
-22.8%
+223.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.3% |
| 7D | -0.2% | -8.3% | +8.1% | +0.6% |
| 30D | +2.3% | -12.6% | +15.0% | +3.6% |
| 3M | +12.3% | +9.1% | +3.1% | +11.0% |
| 6M | +15.6% | -31.2% | +46.8% | +18.7% |
| YTD | +28.3% | -21.6% | +49.9% | +29.7% |
| 1Y | +41.9% | -38.8% | +80.7% | +47.0% |
| 3Y | +198.3% | +0.6% | +197.7% | +179.4% |
| All | +201.1% | -22.8% | +223.8% | +178.5% |
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