+134.6%
WFC vs SHAK
+43.4%
+91.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.6% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | +0.8% | -5.2% | +6.1% | +1.9% |
| 3M | +9.3% | +27.3% | -18.0% | +3.2% |
| 6M | +10.6% | -27.9% | +38.5% | +15.8% |
| YTD | -4.1% | -17.0% | +12.9% | -2.9% |
| 1Y | +13.6% | -30.9% | +44.5% | +19.1% |
| 3Y | +130.7% | +3.4% | +127.4% | +112.7% |
| 5Y | +126.7% | -20.5% | +147.2% | +110.4% |
| 10Y | +132.1% | +88.3% | +43.9% | +69.9% |
| All | +134.6% | +43.4% | +91.1% | +76.9% |
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