+21.4%
WM vs SHAK
-22.6%
+44.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.6% |
| 7D | +1.2% | +4.1% | -2.9% | +1.2% |
| 30D | +15.2% | +2.3% | +13.0% | +15.3% |
| 3M | +8.3% | -0.2% | +8.6% | +8.3% |
| 6M | +13.1% | +10.1% | +3.1% | +13.3% |
| YTD | +12.5% | -10.5% | +23.0% | +11.8% |
| All | +21.4% | -22.6% | +44.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling