+432.6%
WM vs SHAK
+47.7%
+385.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.2% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -2.4% | -6.6% | +4.3% | -1.9% |
| 3M | +0.4% | +30.1% | -29.6% | -1.8% |
| 6M | -9.5% | -28.7% | +19.3% | -7.9% |
| YTD | +0.5% | -14.5% | +15.0% | +0.6% |
| 1Y | -1.1% | -31.9% | +30.8% | +0.6% |
| 3Y | +46.0% | -1.0% | +47.0% | +41.0% |
| 5Y | +51.8% | -18.7% | +70.5% | +45.6% |
| 10Y | +307.5% | +98.1% | +209.4% | +246.1% |
| All | +432.6% | +47.7% | +385.0% | +357.0% |
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