+410.7%
WING vs SHAK
-20.0%
+430.7%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +3.2% |
| 7D | -2.3% | -7.2% | +4.9% | 0.0% |
| 30D | -5.6% | -11.8% | +6.2% | -1.7% |
| 3M | -22.9% | +17.2% | -40.1% | -27.3% |
| 6M | -50.4% | -34.1% | -16.3% | -44.5% |
| YTD | -53.3% | -22.4% | -30.9% | -50.3% |
| 1Y | -61.2% | -35.9% | -25.3% | -56.3% |
| 3Y | -30.1% | -3.4% | -26.7% | -35.2% |
| 5Y | -35.0% | -25.4% | -9.6% | -38.1% |
| 10Y | +375.5% | +83.4% | +292.1% | +202.8% |
| All | +410.7% | -20.0% | +430.7% | +197.3% |
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