+52.1%
WM vs SHAK
-22.1%
+74.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -4.3% | -5.2% | +0.9% | -4.2% |
| 3M | +0.8% | +27.3% | -26.5% | -0.2% |
| 6M | -10.8% | -27.9% | +17.1% | -10.0% |
| YTD | -0.1% | -17.0% | +16.9% | 0.0% |
| 1Y | +1.0% | -30.9% | +31.9% | +1.8% |
| 3Y | +45.1% | +3.4% | +41.7% | +42.5% |
| 5Y | +52.1% | -20.5% | +72.6% | +47.5% |
| All | +52.1% | -22.1% | +74.2% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling