+310.4%
WM vs SHAK
+77.6%
+232.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | -0.1% |
| 7D | -1.2% | -7.2% | +6.0% | -0.6% |
| 30D | -4.5% | -11.8% | +7.3% | -3.5% |
| 3M | -2.2% | +17.2% | -19.4% | -3.8% |
| 6M | -11.5% | -34.1% | +22.7% | -9.1% |
| YTD | -0.7% | -22.4% | +21.7% | +0.2% |
| 1Y | +0.3% | -35.9% | +36.3% | +2.9% |
| 3Y | +44.2% | -3.4% | +47.6% | +37.9% |
| 5Y | +51.6% | -25.4% | +77.0% | +45.0% |
| 10Y | +310.4% | +83.4% | +227.0% | +220.3% |
| All | +310.4% | +77.6% | +232.8% | +220.3% |
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 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