+145.0%
WFC vs SHAK
+87.2%
+57.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | +0.2% |
| 7D | +0.4% | -8.3% | +8.6% | +2.4% |
| 30D | +1.5% | -12.6% | +14.2% | +4.7% |
| 3M | +10.2% | +9.1% | +1.1% | +7.0% |
| 6M | +18.8% | -31.2% | +50.0% | +26.5% |
| YTD | -1.5% | -21.6% | +20.1% | +1.0% |
| 1Y | +13.5% | -38.8% | +52.3% | +23.5% |
| 3Y | +135.0% | +0.6% | +134.3% | +112.5% |
| 5Y | +130.1% | -22.5% | +152.6% | +109.5% |
| All | +145.0% | +87.2% | +57.8% | +43.8% |
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