+398.2%
WING vs SHAK
+87.2%
+310.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +3.2% | +2.8% | +4.9% |
| 7D | +7.2% | -8.3% | +15.5% | +10.4% |
| 30D | +4.8% | -12.6% | +17.4% | +9.7% |
| 3M | -23.7% | +9.1% | -32.8% | -26.4% |
| 6M | -43.6% | -31.2% | -12.3% | -37.4% |
| YTD | -50.6% | -21.6% | -29.0% | -47.4% |
| 1Y | -57.0% | -38.8% | -18.2% | -50.5% |
| 3Y | -28.3% | +0.6% | -28.9% | -34.9% |
| 5Y | -32.4% | -22.5% | -9.9% | -37.0% |
| All | +398.2% | +87.2% | +310.9% | +183.4% |
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