+127.9%
WFC vs SHAK
-27.4%
+155.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | +0.1% |
| 7D | +0.3% | -11.0% | +11.3% | +2.4% |
| 30D | +2.3% | -14.0% | +16.3% | +5.1% |
| 3M | +9.8% | +13.3% | -3.5% | +6.4% |
| 6M | +15.6% | -35.3% | +50.9% | +23.2% |
| YTD | -2.4% | -24.0% | +21.5% | +0.2% |
| 1Y | +13.8% | -36.7% | +50.5% | +21.0% |
| 3Y | +134.6% | -5.4% | +140.0% | +121.6% |
| 5Y | +127.9% | -24.9% | +152.8% | +110.2% |
| All | +127.9% | -27.4% | +155.3% | +110.2% |
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