+330.3%
WM vs SHAK
+97.6%
+232.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -0.4% |
| 7D | +3.2% | +4.3% | -1.1% | +2.8% |
| 30D | +13.0% | +9.0% | +4.0% | +12.1% |
| 3M | +9.2% | +1.8% | +7.4% | +8.8% |
| 6M | +13.6% | +17.3% | -3.7% | +11.4% |
| YTD | +12.4% | -7.6% | +20.0% | +11.4% |
| 1Y | +21.2% | -16.9% | +38.1% | +21.3% |
| 3Y | +48.7% | +35.1% | +13.6% | +37.5% |
| 5Y | +61.9% | -11.3% | +73.1% | +52.9% |
| All | +330.3% | +97.6% | +232.7% | +230.7% |
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